Related papers: Exact Controllability for Stochastic Schrodinger E…
In the framework of the application of the Boundary Control method to solving the inverse dynamical problems for the one-dimensional Schr\"odinger and Dirac operators on the half-line and semi-infinite discrete Schr\"odinger operator, we…
We prove exact controllability for quasi-linear Hamiltonian Schr\"odinger equations on tori of dimension greater or equal then two. The result holds true for sufficiently small initial conditions satisfying natural minimal regularity…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
In this paper we explore several novel notions of exact controllability for mean-field linear controlled stochastic differential equations (SDEs). A key feature of our study is that the noise coefficient is not required to be of full rank.…
The main goal of this manuscript is to prove the existence of insensitizing controls for the fourth-order dispersive nonlinear Schr\"odinger equation with cubic nonlinearity. To obtain the main result we prove a null controllability…
In this paper, we study, in the semiclassical sense, the global approximate controllability in small time of the quantum density and quantum momentum of the 1-D semiclassical cubic Schr\"odinger equation with two controls between two states…
In this paper, we present a control problem related to a semilinear differential equation with a moving singularity, i.e., the singular point depends on a parameter. The particularity of the controllability condition resides in the fact…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…
We provide sufficient conditions for the approximate controllability of infinite-dimensional quantum control systems corresponding to form perturbations of the drift Hamiltonian modulated by a control function. We rely on previous results…
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
Large-size populations consisting of a continuum of identical and non-cooperative agents with stochastic dynamics are useful in modeling various biological and engineered systems. This paper addresses the stochastic control problem of…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
We prove a Carleman estimate for a one-dimensional parabolic equation which degenerates at one extremity of the domain and has a bounded, time dependent coefficient multiplying the diffusion term. Then we use the estimate to show the null…
In this paper, we study the tracking controllability of a 1D parabolic type equation. Notably, with controls acting on the boundary, we seek to approximately control the solution of the equation on specific points of the domain. We prove…
In this paper, we study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints. Applying the terminal perturbation method and Ekeland's…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…