Related papers: A unified controllability/observability theory for…
The main objective of this paper is to establish the null controllability for the fourth order semilinear parabolic equations with the nonlinearities involving the state and its gradient up to second order. First of all, based on optimal…
We analyse stability of observability estimates for solutions to wave and Scr\" odinger equations subjected to additive perturbations. The paper generalises the recent averaged observability/control result by allowing for systems consisting…
This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
Observability is a fundamental structural property of any dynamic system and describes the possibility of reconstructing the state that characterizes the system from observing its inputs and outputs. Despite the huge effort made to study…
The stabilization of nonlinear systems under zero-state-detectability assumption or its analogues is considered. The proposed supervisory control provides a finite time practical stabilization of output and it is based on uniting local and…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
The global null controllability of stochastic semilinear parabolic equations with globally Lipschitz nonlinearities has been addressed in recent literature. However, there are no results concerning their numerical approximation and the…
In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic…
Stochastic differential equations and the associated partial differential equations are the cornerstone formalism in stochastic control problems. The universality of bilinear stochastic systems can be found in autonomous systems, non-linear…
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
In this study, we study the null controllability of a multi-dimensional degenerate parabolic equation characterized by a degenerate interior point. The control domain, which is an arbitrary inner region, does not encompass the degenerate…
In \cite{LPP:2025}, it was shown that, in arbitrary dimension, the spatial semi-discretization of a controlled stochastic parabolic operator is generically not null-controllable. Nevertheless, $\phi$-null controllability results remain…
This paper deals with generalized differentiability and second-order necessary optimality conditions for a box-constrained optimal control problem governed by an exponential semilinear elliptic equation with discrete measures as sources,…
This paper focuses on the application of time domain decomposition to solve partial differential equations constrained optimization problems and controllability problems. After clarifying the link between these two types of problems, we…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…
This paper is devoted to the controllability analysis of a class of linear control systems in a Hilbert space. It is proposed to use the minimum energy controls of a reduced lumped parameter system for solving the infinite dimensional…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…