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In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

We present a method to control the position as a function of time of one-dimensional traveling wave solutions to reaction-diffusion systems according to a pre-specified protocol of motion. Given this protocol, the control function is found…

Pattern Formation and Solitons · Physics 2014-05-22 Jakob Löber , Harald Engel

In this paper, we investigate a system composed of two degenerate wave equations which are connected at one point. By introducing some inequalities on the weighted spaces and employing the frequency domain method, we prove that the system…

Analysis of PDEs · Mathematics 2026-04-08 Ya-nan Sun , Qiong Zhang

This article deals with the design of saturated controls in the context of partial differential equations. It focuses on a Korteweg-de Vries equation, which is a nonlinear mathematical model of waves on shallow water surfaces. Two different…

Analysis of PDEs · Mathematics 2016-09-20 Swann Marx , Eduardo Cerpa , Christophe Prieur , Vincent Andrieu

We discuss the sidewise control properties of 1-d waves. In analogy with classical control and inverse problems for wave propagation, the problem consists on controlling the behaviour of waves on part of the boundary of the domain where…

Optimization and Control · Mathematics 2023-08-10 E. Zuazua

In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization of the noise values instead of the canonical…

Probability · Mathematics 2021-06-30 Lourival Lima , Paulo Ruffino , Francys Souza

The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…

Optimization and Control · Mathematics 2022-09-21 Liangying Chen , Qi Lü

We consider a controlled Schr\"odinger equation with a dipolar and a polarizability term, used when the dipolar approximation is not valid. The control is the amplitude of the external electric field, it acts non linearly on the state. We…

Optimization and Control · Mathematics 2013-09-18 Morgan Morancey

We study the null controllability for a degenerate/singular wave equation with drift in non divergence form. In particular, considering a control localized on the non degenerate boundary point, we provide some conditions for the boundary…

Analysis of PDEs · Mathematics 2024-07-10 Genni Fragnelli , Dimitri Mugnai , Amine Sbai

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai Chemetov , Fernanda Cipriano

We analyze the sidewise controllability for the variable coefficients one-dimensional wave equation. The control is acting on one extreme of the string with the aim that the solution tracks a given path at the other free end. This sidewise…

Optimization and Control · Mathematics 2021-12-07 Yesim Sarac , Enrique Zuazua

We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…

Optimization and Control · Mathematics 2026-03-06 Tiziano De Angelis , Erik Ekström

We prove existence of optimal control for the deterministic and stochastic shallow lake problem without any restrictions on the parameter space and we establish a generalization of the Arrhenius Law in the case of noise-dependent…

Optimization and Control · Mathematics 2024-01-18 Angeliki Koutsimpela , Michail Loulakis

Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…

Dynamical Systems · Mathematics 2023-07-31 Jeffrey Covington , Di Qi , Nan Chen

We consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. We study three variants of the control problem: Bayesian control, in which we have a prior belief about…

Optimization and Control · Mathematics 2024-03-12 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley

This review surveys previous and recent results on null controllability and inverse problems for parabolic systems with dynamic boundary conditions. We aim to demonstrate how classical methods such as Carleman estimates can be extended to…

Optimization and Control · Mathematics 2024-09-17 S. E. Chorfi , L. Maniar

In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L\'evy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale…

Probability · Mathematics 2017-06-19 Pooja Agarwal , Utpal Manna , Debopriya Mukherjee

This paper concerns the dynamical behaviors of acoustic wave motion driven by a force acting through the boundary. If the boundary force is a suitable control, we show that the dynamical system associated to the acoustic wave motion is…

Analysis of PDEs · Mathematics 2025-08-26 Zhe Jiao , Xiao Li , Qin Zhao

"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…

Probability · Mathematics 2015-05-13 Clement Pellegrini
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