Related papers: The inverse problem for rough controlled different…
This paper is concerned with robust preconditioning of wave equations constrained linear inverse problems from boundary observation data. The main result of this paper is a concept for regularization parameter robust preconditioning.…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
How can one change a system, in order to change its statistical properties in a prescribed way? In this note we consider a control problem related to the theory of linear response. Given an expanding map of the unit circle with an…
This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…
This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…
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 discuss an efficient numerical scheme for the recursive filtering of diffusive quantum stochastic master equations. We show that the resultant quantum trajectory is robust and may be used for feedback based on inefficient measurements.…
We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…
We study a class of controlled rough differential equations. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the…
In this paper, we consider the approximate controllability of partial differential equations with time derivatives of non-integer order via boundary control. We first show the unique existence of the solution under smooth boundary…
This paper is concerned with the inverse spectral problem for the third-order differential equation with distribution coefficient. The inverse problem consists in the recovery of the differential expression coefficients from the spectral…
In this note, we consider an optimal control problem associated to a differential equation driven by a H\"{o}lder continuous function g of index greater than 1/2. We split our study in two cases. If the coefficient of dg\_t does not depend…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
The basic purpose of the present paper is the full solutions of the inverse problem (i.e. a finding of necessary and sufficient conditions) for the operator with complex periodic coefficients.
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
In this paper we introduce the randomised stability constant for abstract inverse problems, as a generalisation of the randomised observability constant, which was studied in the context of observability inequalities for the linear wave…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…