Related papers: A unified controllability/observability theory for…
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…
This work addresses controllability properties for some systems of partial differential equations in which the main feature is the coupling through nonlocal integral terms. In the first part, we study a nonlinear parabolic-elliptic system…
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the…
In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…
The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…
The problem of exact observability is analyzed for a wide class of neutral type systems by an infinite dimensional approach. The duality with the exact controllabil-ity problem is the main tool. It is based on an explicit expression of a…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
In this paper, we study the null controllability for a stochastic semilinear CahnHilliard type equation, whose semilinear term contains first and second order derivatives of solutions. To start with, an improved global Carleman estimate for…
This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…
We consider systems of parabolic equations coupled in zero order terms in a star-like or a tree-like shape, with an internal control acting in only one of the equations. We obtain local exact controllability to the stationary solutions of…
In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in the drift and diffusion terms (resp. in the drift term). In…
A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…
A joint characterisation of the controllability and observability of a particular kind of discrete system has been developed. The key idea of the procedure can be reduced to a correct choice of the sampling sequence. This freedom, owing to…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
In this paper we study the controllability of fractional neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
The present work is a successor of [Ilchmann, Kirchhoff 2022] on generic controllability and of [Ilchmann, Kirchhoff 2023] on relative generic controllability of linear differential-algebraic equations. We extend the result from general,…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
We propose automated techniques for the verification and control of probabilistic real-time systems that are only partially observable. To formally model such systems, we define an extension of probabilistic timed automata in which local…
This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…