Related papers: Continuity of Cost Functional and Optimal Feedback…
The value function associated with an optimal control problem subject to the Navier-Stokes equations in dimension two is analyzed. Its smoothness is established around a steady state, moreover, its derivatives are shown to satisfy a Riccati…
The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are…
We prove a quantitative unique continuation principle for infinite dimensional spectral subspaces of Schr\"odinger operators. Let $\Lambda_L = (-L/2,L/2)^d$ and $H_L = -\Delta_L + V_L$ be a Schr\"odinger operator on $L^2 (\Lambda_L)$ with a…
Exponential stabilization to time-dependent trajectories for the incompressible Navier-Stokes equations is achieved with explicit feedback controls. The fluid is contained in two-dimensional spatial domains and the control force is, at each…
In this paper we study the optimal stochastic control problem for stochastic differential systems reflected in a domain. The cost functional is a recursive one, which is defined via generalized backward stochastic differential equations…
In this article we study the local stabilization of the non-homogeneous Navier- Stokes equations in a 2d channel around Poiseuille flow. We design a feedback control of the velocity which acts on the inflow boundary of the domain such that…
This paper proves continuity of value functions in discounted periodic-review single-commodity total-cost inventory control problems with \revision{continuous inventory levels,} fixed ordering costs, possibly bounded inventory storage…
In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional in an infinite horizon. A main difficult is well-posedness of the BSDE in $L^1$ and in infinite horizon. A notion of…
In this paper, we consider stochastic master equations describing the evolutions of quantum systems interacting with electromagnetic fields undergoing continuous-time measurements. In particular, we study feedback control of quantum…
We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired {\em steady state} corresponding to reduced thermal noise. Among the…
We provide explicit time-varying feedback laws that locally stabilize the two dimensional internal controlled incompressible Navier-Stokes equations in arbitrarily small time. We also obtain quantitative rapid stabilization via stationary…
In present note we establish the following inequality for the the Leray-Hopf solutions of the 3-D $\Omega$-periodic Navier-Stokes Equations: \[\phi(|u(t)|^2)-\phi(|u(t_0)|^2)\le 2\int_{t_0}^{t}\phi'(|u(\tau)|^2)…
Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional. It involves BSDEs in $L^1$ whose well-posedness is a subtle issue. A suitable framework has been adopted so that…
In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…
Exponential stabilizability of the incompressible Navier-Stokes equations under dynamic slip boundary conditions toward arbitrary time-dependent trajectories is proven. The feedback control law is constructed explicitly using oblique…
In this article, we study optimal feedback control synthesis of stochastic 2D Navier-Stokes equations perturbed Levy type noise with distributed stochastic control process acting on the state equation. We use the dynamic programming…
Given a nonstationary trajectory of the Navier-Stokes system, a finite-dimensional feedback boundary controller stabilizing locally the system to the given trajectory is derived. Moreover the controller is supported in a given open subset…
In this paper, we consider an optimal control problem for the two-dimensional evolutionary Navier-Stokes system. Looking for sparsity, we take controls as functions of time taking values in a space of Borel measures. The cost functional…