Related papers: Exact Controllability for Stochastic Schrodinger E…
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…
Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We…
We study the controllability of a linear KdV-Schr{\"o}dinger equation on the one-dimensional torus via purely imaginary bilinear controls. Considering controls spanning a suitable finite number of Fourier modes, we prove small-time global…
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…
This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…
We consider a two-sided singular stochastic control problem with a risk-sensitive ergodic criterion. In particular, we consider a stochastic system whose uncontrolled dynamics are modelled by a linear diffusion. The control that can be…
This paper addresses the exact controllability of trajectories in the one-dimensional Fisher-Stefan problem--a reaction-diffusion equation that models the spatial propagation of biological, chemical, or physical populations within a…
In this paper, we consider a null controllability and an inverse source problem for stochastic Grushin equation with boundary degeneracy and singularity. We construct two special weight functions to establish two Carleman estimates for the…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
We study the controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling it with a control being a vector field, representing a perturbation of the velocity, localized…
We prove the null controllability of a cascade system of \(n\) coupled backward stochastic parabolic equations involving both reaction and convection terms, as well as general second-order parabolic operators, with \(n \geq 2\). To achieve…
We consider Schr{\"o}dinger equations with logarithmic nonlinearity and bilinear controls, posed on $\mathbb{T}^d$ or $\mathbb{R}^d$. We prove their small-time global $L^2$-approximate controllability. The proof consists in extending to…
In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…
We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…
We study the controllability of the multidimensional wave equation in a bounded domain with Dirichlet boundary condition, in which the support of the control is allowed to change over time. The exact controllability is reduced to the proof…
We establish the null controllability of forward and backward linear stochastic parabolic equations with linear Robin (or Fourier) boundary conditions. These equations incorporate zero and first order terms with bounded coefficients. To…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…