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We study singular perturbations of a class of two-scale stochastic control systems with unbounded data. The assumptions are designed to cover some relaxation problems for deep neural networks. We construct effective Hamiltonian and initial…

Optimization and Control · Mathematics 2023-03-29 Martino Bardi , Hicham Kouhkouh

This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weighting matrices in the performance functional are regulated by a…

Optimization and Control · Mathematics 2024-09-02 Fan Wu , Xun Li , Jie Xiong , Xin Zhang

We establish a mixed observability inequality for a class of degenerate hyperbolic equations on the cylindrical domain $\Omega = \mathbb{T} \times (0,1)$ with mixed Neumann Dirichlet boundary conditions. The degeneracy acts only in the…

Analysis of PDEs · Mathematics 2026-03-31 Dong-Hui Yang , Jie Zhong

This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure…

Numerical Analysis · Mathematics 2024-03-12 Pratibha Shakya

Stackelberg equilibrium is a solution concept that describes optimal strategies to commit: Player 1 (the leader) first commits to a strategy that is publicly announced, then Player 2 (the follower) plays a best response to the leader's…

Computer Science and Game Theory · Computer Science 2021-11-04 Aditya Aradhye , Branislav Bošanský , Michael Hlaváček

We consider the one-dimensional degenerate parabolic equation $$ u_t - (x^\alpha u_x)_x =0 \qquad x\in(0,1),\ t \in (0,T) ,$$ controlled by a boundary force acting at the degeneracy point $x=0$. First we study the reachable targets at some…

Optimization and Control · Mathematics 2017-08-15 Piermarco Cannarsa , Patrick Martinez , Judith Vancostenoble

This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in finite horizon. The coefficients in the state equation and…

Optimization and Control · Mathematics 2023-08-22 Zixuan Li , Jingtao Shi

We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…

Probability · Mathematics 2021-03-22 F. Gozzi , F. Masiero

This paper is concerned with a Stackelberg stochastic differential game, where the systems are driven by stochastic differential equation (SDE for short), in which the control enters the randomly disturbed coefficients (drift and…

Optimization and Control · Mathematics 2021-08-12 Liangquan Zhang , Wei Zhang

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

Optimization and Control · Mathematics 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…

Optimization and Control · Mathematics 2024-10-29 Getachew K. Befekadu

We study Stackelberg (leader--follower) tuning of network parameters (tolls, capacities, incentives) in combinatorial congestion games, where selfish users choose discrete routes (or other combinatorial strategies) and settle at a…

Computer Science and Game Theory · Computer Science 2026-02-27 Saeed Masiha , Sepehr Elahi , Negar Kiyavash , Patrick Thiran

We investigate the null controllability property of the parabolic equation associated with the Grushin operator defined by the canonical almost-Riemannian structure on the 2-dimensional sphere $\mathbb S^2$. This is the natural…

Optimization and Control · Mathematics 2022-05-17 Cyprien Tamekue

We study second-order hyperbolic equations with degenerate elliptic operators and non-homogeneous Dirichlet boundary inputs. We establish existence and regularity of weak solutions in weighted Sobolev spaces under mild assumptions on the…

Analysis of PDEs · Mathematics 2026-02-10 Donghui Yang , Jie Zhong

We prove backward uniqueness for a class of ultraparabolic operators with coupled linear drift. The main difficulty is that the Fourier transform in the degenerate variables turns the coupled drift into a transport operator in the dual…

Analysis of PDEs · Mathematics 2026-05-27 Xiao-Dong Cao , Chao-Jiang Xu , Yan Xu

We study the behaviour of solutions to a class of nonlinear degenerate parabolic problems when the data are perturbed. The class includes the Richards equation, Stefan problem and the parabolic $p$-Laplace equation. We show that, up to a…

Analysis of PDEs · Mathematics 2016-02-25 Jérôme Droniou , Robert Eymard , Kyle S. Talbot

This paper deals with the exact controllability to the trajectories of the one--phase Stefan problem in one spatial dimension. This is a free-boundary problem that models solidification and melting processes. It is assumed that the physical…

Analysis of PDEs · Mathematics 2024-02-02 Jon Asier Bárcena-Petisco , Enrique Fernández-Cara , Diego A. Souza

In this paper, we design a controller for an interconnected system consisting of a linear Stochastic Differential Equation (SDE) actuated through a linear hyperbolic Partial Differential Equation (PDE). Our approach aims to minimize the…

Optimization and Control · Mathematics 2024-05-15 Gabriel Velho , Jean Auriol , Riccardo Bonalli , Islam Boussaada

We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…

Optimization and Control · Mathematics 2019-01-25 Eduardo Casas , Mariano Mateos , Fredi Tröltzsch

This paper is devoted to the partial null controllability issue of parabolic linear systems with n equations. Given a bounded domain in R N, we study the effect of m localized controls in a nonempty open subset only controlling p components…

Analysis of PDEs · Mathematics 2017-01-20 Farid Ammar Khodja , Franz Chouly , Michel Duprez
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