Related papers: Exact Controllability for Stochastic Schrodinger E…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
This article presents some controllability and stabilization results for a system of two coupled linear Schr\"odinger equations in the one-dimensional case where the state components are interacting through the Kirchhoff boundary…
We consider the bilinear Schroedinger equation on a bounded one-dimensional domain and we provide explicit times such that the global exact controllability is verified. In addition, we show how to construct controls for the global…
In this paper, we present a null controllability result for a class of stochastic semi-discrete parabolic equations. For this purpose, an observability estimate is established for backward stochastic semi-discrete parabolic equations, with…
In this paper we present a constructive method to control the bilinear Schr\"odinger equation via two controls. The method is based on adiabatic techniques and works if the spectrum of the Hamiltonian admits eigenvalue intersections, and if…
We consider a linear Korteweg-de Vries equation on a bounded domain with a left Dirichlet boundary control.The controllability to the trajectories of such a system was proved in the last decade by using Carleman estimates.Here, we go a step…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…
This paper studies the internal control of the Korteweg-de Vries-Burgers (KdVB) equation on a bounded domain. The diffusion coefficient is time-dependent and the boundary conditions are mixed in the sense that homogeneous Dirichlet and…
We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
We study controllability of $d$-dimensional defocusing cubic Schroedinger equation under periodic boundary conditions. The control is applied additively, via a source term, which is a linear combination of few complex exponentials (modes)…
We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observability for backward fourth order stochastic parabolic equations,…
We consider a 1D linear Schr{\"o}dinger equation, on a bounded interval, with Dirichlet boundary conditions and bilinear control. We study its controllability around the ground state when the linearized system is not controllable. More…
The goal of this article is to present a local exact controllability result for the 2 and 3-dimensional compressible Navier-Stokes equations on a constant target trajectory when the controls act on the whole boundary. Our study is then…
We study the optimal control formulation for stochastic nonlinear Schrodinger equation (SNLSE) on a finite graph. By viewing the SNLSE as a stochastic Wasserstein Hamiltonian flow on density manifold, we show the global existence of a…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
This review examines classical and recent results on controllability and inverse problems for hyperbolic and dispersive equations with dynamic boundary conditions. We aim to illustrate the applicability of Carleman estimates to establish…