Related papers: Exact Controllability for Stochastic Transport Equ…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…
We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…
This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…
We study a hierarchical control problem for stochastic parabolic equations involving gradient terms. We employ the Stackelberg-Nash strategy with two leaders and two followers. The leaders are responsible for selecting the policy targeting…
We consider the 1D nonlinear Schr\"odinger equation with bilinear control. In the case of Neumann boundary conditions, local exact controllability of this equation near the ground state has been proved by Beauchard and Laurent in…
This paper is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this paper is to introduce a stochastic optimal control problem as a dual to the…
This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
In this work, we investigate the small-time global exact controllability of the Navier-Stokes equation, both towards the null equilibrium state and towards weak trajectories. We consider a viscous incompressible fluid evolving within a…
This paper describes the reachable set and resolves an optimal control problem for the scalar conservation laws with discontinuous flux. We give a necessary and sufficient criteria for the reachable set. A new backward resolution has been…
We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(t,x,a)=b_1(t,x)+b_2(x)b_3(t,a)$, where $b_1$ is bounded and…
We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…
Exact controllability is proven on a graph with cycle. The controls can be a mix of controls applied at the boundary and interior vertices. The method of proof first uses a dynamical argument to prove shape controllability and velocity…
In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…
We study the singular stochastic optimal control problem with model uncertainty, where the necessary conditions determined by the corresponding maximum principle are trivial. Robust integral form and pointwise second order necessary…
In this paper, we consider the Stokes equations in a two-dimen- sional channel with periodic conditions in the direction of the channel. We establish null controllability of this system using a boundary control which acts on the normal…