Related papers: A unified controllability/observability theory for…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
Layered control is essential for managing complexity in large-scale systems, employing progressively coarser models at higher layers. While significant advances have been made for fully observable systems, the theoretical foundations of…
The duality between controllability and observability enables methods developed for full-state control to be applied to full-state estimation, and vice versa. In applications in which control or estimation of all state variables is…
This paper is concerned with the null controllability for linear backward stochastic parabolic equations with dynamic boundary conditions and convection terms. Using the classical duality argument, the null controllability is obtained via…
In this paper we propose a new observability property for nonautonomous linear control systems in finite dimension: the nonuniform complete observability, which is more general than the uniform complete observability. A dual relationship is…
Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…
In this paper, we study the null controllability of forward and backward stochastic semilinear complex Ginzburg-Landau equations with global Lipschitz nonlinear terms. For this purpose, by deriving an improved global Carleman estimates for…
Infinite-dimensional control systems with outputs are considered in the Hamiltonian formulation with generalized coordinates. An explicit scheme for constructing a dynamic observer for this class of systems is proposed with arbitrary gain…
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the…
An algebraic characterization of the property of approximate controllability is given, for behaviours of spatially invariant dynamical systems, consisting of distributional solutions, that are periodic in the spatial variables, to a system…
We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…
We investigate how the concepts of optimal control of measurables of a system with a time dependent Hamiltonian may be mixed with the level set technique to keep the desired entity invariant. We derive sets of equations for this purpose and…
In this paper we study the controllability results of impulsive neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…
We consider exact and averaged control problem for a system of quasi-linear ODEs and SDEs with a non-negative definite symmetric matrix of the system. The strategy of the proof is the standard linearization of the system by fixing the…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
This short book is the result of various master and summer school courses I have taught. The objective is to introduce the readers to mathematical control theory, both in finite and infinite dimension. In the finite-dimensional context, we…
The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
This paper explores the controllability of a class of N-dimensional hyperbolic equations featuring a single interior degenerate point. Firstly, we establish the well-posedness of the equation through the application of the Hardy inequality.…