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A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…

Optimization and Control · Mathematics 2016-03-28 Yanqing Wang , Donghui Yang , Jiongmin Yong , Zhiyong Yu

This paper is concerned with the inverse scattering problem involving the time-domain elastic wave equations in a bounded $d$-dimensional domain. First, an explicit reconstruction formula for the density is established by means of the…

Analysis of PDEs · Mathematics 2023-01-20 Bochao Chen , Yixian Gao , Shuguan Ji , Yang Liu

In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…

Optimization and Control · Mathematics 2025-12-16 Daniel Veldman , Yue Wang

This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…

Analysis of PDEs · Mathematics 2012-08-30 Guanggan Chen , Jinqiao Duan , Jian Zhang

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

We derive the quantum stochastic master equation for bosonic systems without measurement theory but control theory. It is shown that the quantum effect of the measurement can be represented as the correlation between dynamical and…

Quantum Physics · Physics 2007-05-23 M. Yanagisawa

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

We review the theory of wave interaction in finite and infinite depth. Both of these strands of water-wave research begin with the deterministic governing equations for water waves, from which simplified equations can be derived to model…

Fluid Dynamics · Physics 2019-09-11 Raphael Stuhlmeier , Teodor Vrecica , Yaron Toledo

Closed-loop control of turbulent flows is a challenging problem with important practical and fundamental implications. We perform closed-loop control of forced, turbulent jets based on a wave-cancellation strategy. The study is motivated by…

By mean of generalized Fourier series and Parseval's equality in weighted $L^{2}$--spaces, we derive a sharp energy estimate for the wave equation in a bounded interval with a moving endpoint. Then, we show the observability, in a sharp…

Functional Analysis · Mathematics 2018-03-13 Abdelmouhcene Sengouga

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

Optimization and Control · Mathematics 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…

Optimization and Control · Mathematics 2021-12-03 Masoumeh Hashemi , Roland Herzog , Thomas M. Surowiec

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…

Optimization and Control · Mathematics 2020-04-14 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

Consider the acoustic wave equation with unknown, not necessarily smooth, wave speed $c$. We propose and study an iterative control procedure that erases the history of a wave field up to a given depth in a medium, without any knowledge of…

Analysis of PDEs · Mathematics 2018-08-29 Peter Caday , Maarten V. de Hoop , Vitaly Katsnelson , Gunther Uhlmann

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian formulations, and allowing for the law of the control process…

Optimization and Control · Mathematics 2020-03-25 Mao Fabrice Djete , Dylan Possamaï , Xiaolu Tan

This paper is devoted to study exact controllability of two one-dimensional coupled wave equations with first-order coupling terms with coefficients depending on space and time. We give a necessary and sufficient condition for both exact…

Optimization and Control · Mathematics 2021-11-16 Farid Ammar Khodja , Yacine Mokhtari

We introduce and validate a theoretical framework for coherent control of multichannel scattering of linear waves to route waves through complex geometries with multiple scattering. We show that steady-state perfect routing solutions are…