Related papers: Controllability of Impulsive Semilinear Evolution …
We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic differential equation (BSDE). A very general maximum…
This work establishes the first rigorous stability guarantees for approximate predictors in delay-adaptive control of nonlinear systems, addressing a key challenge in practical implementations where exact predictors are unavailable. We…
Robotic policies deployed in real-world environments often encounter post-training faults, where retraining, exploration, or system identification are impractical. We introduce an inference-time, cerebellar-inspired residual control…
We consider the problem of controlling the spatiotemporal probability distribution of a robotic swarm that evolves according to a reflected diffusion process, using the space- and time-dependent drift vector field parameter as the control…
We consider the 1D linear Schr{\"o}dinger equation, on a bounded interval, with Dirichlet boundary conditions and bilinear scalar control. The small-time local exact controllability around the ground state was proved in [BeaLau10], under an…
Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…
We show how strongly continuous semigroups can be associated with evolutionary equations. For doing so, we need to define the space of admissible history functions and initial states. Moreover, the initial value problem has to be formulated…
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…
It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
We study boundary regional controllability problems for a class of semilinear fractional systems. Sufficient conditions for regional boundary controllability are proved by assuming that the associated linear system is approximately…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic hybrid systems with delays. By general Krylov-Bogolyubov's method, we first obtain the sufficient conditions for the existence of an evolution system of…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show…
This paper completely solves the controllability problems of two-dimensional multi-input discrete-time bilinear systems with and without drift. Necessary and sufficient conditions for controllability, which cover the existing results, are…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
We have considered a Boolean control network where the state evolution equations depend on past states, controls and first derivatives of a function with respect to controls. Total approach has been the efficient use of matrix semi tensor…
Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often…