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This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…

Optimization and Control · Mathematics 2015-01-23 Liangquan Zhang , Jianhui Huang , Xun Li

In this paper, we investigate a discrete inverse problem of determining three unknowns, i.e. initial displacement, initial velocity and random source term, in a fully discrete approximation of one-dimensional stochastic hyperbolic equation.…

Analysis of PDEs · Mathematics 2026-05-13 Bin Wu , Xu Zhu , Wenwen Zhou , Zewen Wang

This paper deals with the numerical computation of boundary null controls for the 1D wave equation with a potential. The goal is to compute an approximation of controls that drive the solution from a prescribed initial state to zero at a…

Optimization and Control · Mathematics 2015-02-03 Nicolae Cîndea , Enrique Fernandez-Cara , Arnaud Munch

In this paper, we continue the study of some controllability issues for the forward stochastic parabolic equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…

Analysis of PDEs · Mathematics 2024-03-14 Said Boulite , Abdellatif Elgrou , Lahcen Maniar , Omar Oukdach

A 3D coefficient inverse problem for a hyperbolic equation with non-overdetermined data is considered. The forward problem is the Cauchy problems with the initial condition the delta function concentrated at a single plane (i.e. the plane…

Analysis of PDEs · Mathematics 2022-03-23 Michael V. Klibanov , Vladimir G. Romanov

This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic…

Optimization and Control · Mathematics 2024-01-01 Juanjuan Xu , Huanshui Zhang

This paper deals with the controllability of linear one-dimensional hyperbolic systems. Reformulating the problem in terms of linear difference equations and making use of infinite-dimensional realization theory, we obtain both necessary…

Optimization and Control · Mathematics 2024-05-14 Yacine Chitour , Sébastien Fueyo , Guilherme Mazanti , Mario Sigalotti

We prove a Carleman estimate for a one-dimensional parabolic equation which degenerates at one extremity of the domain and has a bounded, time dependent coefficient multiplying the diffusion term. Then we use the estimate to show the null…

Analysis of PDEs · Mathematics 2025-08-26 Alfredo S. Gamboa , Juan Limaco , Luis P. Yapu

We investigate a backward anisotropic stochastic parabolic equation with general dynamic boundary conditions, where the drift involves both $\mathbb{L}^2$ and $\mathbb{H}^{-1}$ bulk--surface terms. We first establish the well-posedness of…

Optimization and Control · Mathematics 2026-02-17 Said Boulite , Abdellatif Elgrou , Lahcen Maniar , Abdelaziz Rhandi

The paper is devoted to the exact controllability of a system of coupled abstract wave equations when the control is exerted on a part of the boundary by means of one control. We give a Kalman type condition and give a description of the…

Analysis of PDEs · Mathematics 2020-01-06 Veli Shakhmurov

We prove the null controllability of a cascade system of \(n\) coupled backward stochastic parabolic equations involving both reaction and convection terms, as well as general second-order parabolic operators, with \(n \geq 2\). To achieve…

Optimization and Control · Mathematics 2024-11-15 Said Boulite , Abdellatif Elgrou , Lahcen Maniar

This paper considers a semi-discrete forward stochastic parabolic operator with homogeneous Dirichlet conditions in arbitrary dimensions. We show the lack of null controllability for a spatial semi-discretization of a null-controllable…

Optimization and Control · Mathematics 2025-08-01 Rodrigo Lecaros , Ariel A. Pérez , Manuel F. Prado

This article is devoted to study the interior approximated controllability of the strongly damped semilinear wave equation with memory, impulses and delay terms. The problem is challenging since the state equation contains memory and…

Optimization and Control · Mathematics 2017-04-11 Cristi Guevara , Hugo Leiva

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

In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in the drift and diffusion terms (resp. in the drift term). In…

Analysis of PDEs · Mathematics 2020-10-20 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

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

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

In this paper we study the exact controllability problem for the wave equation on a finite metric graph with the Kirchhoff-Neumann matching conditions. Among all vertices and edges we choose certain active vertices and edges, and give a…

Optimization and Control · Mathematics 2023-01-26 Sergei A. Avdonin , Julian K. Edward

The present article discusses the exact observability of the wave equation when the observation subset of the boundary is variable in time. In the one-dimensional case, we prove an equivalent condition for the exact observability, which…

Optimization and Control · Mathematics 2019-04-02 Antonio Agresti , Daniele Andreucci , Paola Loreti

We establish the null controllability of forward and backward linear stochastic parabolic equations with linear Robin (or Fourier) boundary conditions. These equations incorporate zero and first order terms with bounded coefficients. To…

Analysis of PDEs · Mathematics 2024-06-13 Said Boulite , Abdellatif Elgrou , Lahcen Maniar