Related papers: Local asymptotics for controlled martingales
This paper studies the exponential stabilization on infinite dimensional system with impulse controls, where impulse instants appear periodically. The first main result shows that exponential stabilizability of the control system with a…
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…
We show the undecidability of the distributed control problem when the plant is an asynchronous automaton, the controllers use causal memory and the goal of the controllers is to put each process in a local accepting state.
Solutions of a system of wave equations are constructed for both homogeneous and inhomogeneous Dirichlet boundary conditions at every regularity level. We prove that boundary observability, and thus boundary exact controllability, at some…
We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…
We consider the decidability of state-to-state reachability in linear time-invariant control systems over continuous time. We analyse this problem with respect to the allowable control sets, which are assumed to be the image under a linear…
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…
In this paper, we study the local exact boundary controllability of entropy solutions to a class linearly degenerate hyperbolic systems of conservation laws with constant multiplicity. The authors prove the two-sided boundary…
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…
Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
We consider the problem of controlling parabolic semilinear equations arising in population dynamics, either in finite time or infinite time. These are the monostable and bistable equations on $(0,L)$ for a density of individuals $0 \leq…
We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…
We study the evolution of locally optimal decentralized controllers with the damping of the control system. Empirically it is shown that even for instances with an exponential number of connected components, damping merges all local…
This paper extends our recent results on multi-dimensional discrete-velocity models to the numerical level. By adopting an operator splitting scheme and introducing a suitable discrete Lyapunov function, we derive numerical control laws…
The task of completing jobs with decaying value arises in a number of application areas including healthcare operations, communications engineering, and perishable inventory control. We consider a system in which a single server completes a…
We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which significant portions of the system are uncontrolled. Employing the…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…