Related papers: Exact Controllability for Stochastic Schrodinger E…
In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…
This paper represents a new perspective in understanding the controllability of the Korteweg-de Vries (KdV) equation on unbounded domains. By studying the equation on both the right and left half-line with a single control input, we show…
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…
We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…
This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…
This project investigates the approximate controllability of a class of stochastic integrodifferential equations in Hilbert space with non-local beginning conditions. In a departure from the conventional concerns expressed in the…
In this paper, we deal with the existence of insensitizing controls for the Navier-Stokes equations in a bounded domain with Dirichlet boundary conditions. We prove that there exist controls insensitizing the $L^2$ -norm of the observation…
In the framework of bilinear control of the Schr\"odinger equation with bounded control operators, it has been proved that the reachable set has a dense complemement in ${\cal S}\cap {\cal H}^{2}$. Hence, in this setting, exact quantum…
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…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on 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…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
In this paper, we deal with the boundary controllability of a one-dimensional degenerate and singular wave equation with degeneracy and singularity occurring at the boundary of the spatial domain. Exact boundary controllability is proved in…
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…
In this paper we study an optimal control problem that is affine in two-dimensional bounded control. The problem is related to the stabilization of an inverted spherical pendulum in the vicinity of the upper unstable equilibrium. We find…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
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…
We consider the problem of boundary control for a vibrating string with $N$ interior point masses. We assume the control is at the left end, and the string is fixed at the right end. Singularities in waves are "smoothed" out to one order as…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…