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

Optimization and Control · Mathematics 2024-12-02 Mahmoud Baroun , Said Boulite , Abdellatif Elgrou , Omar Oukdach

This paper is devoted to prove the exact controllability of a system of N one-dimensional coupled wave equations when the control is exerted on a part of the boundary by means of one control. We consider the case where the coupling matrix A…

Analysis of PDEs · Mathematics 2019-02-26 S. Avdonin , L. de Teresa

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

The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…

Pricing of Securities · Quantitative Finance 2011-10-17 Nikolai Dokuchaev

We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…

Optimization and Control · Mathematics 2017-01-31 Fouzia Baghery , Nabil Khelfallah , Brahim Mezerdi , Isabelle Turpin

We study optimal stochastic control problem for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients, and gain functionals are path-dependent, and importantly we do not make any ellipticity…

Probability · Mathematics 2013-11-04 Marco Fuhrman , Huyên Pham

We consider a system described by a controlled bilinear Schr{\"o}dinger equation with three external inputs. We provide a constructive method to approximately steer the system from a given energy level to a superposition of energy levels…

Optimization and Control · Mathematics 2015-02-25 Paolo Mason , Francesca Chittaro

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

Optimization and Control · Mathematics 2018-11-27 Georgios Kotsalis , Guanghui Lan

In this paper, we investigate the two-point boundary value problems for linear wave equation defined on a circle and prove that the equation possesses the exact controllability. We also investigate the two-point boundary value problems for…

Analysis of PDEs · Mathematics 2010-04-20 De-Xing Kong , Qing-You Sun

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

The semilinear beam equation with impulses, memory and delay is considered. We obtain the approximate controllability. This is done by employing a technique that avoids fixed point theorems and pulling back the control solution to a fixed…

Optimization and Control · Mathematics 2017-11-15 Alexander Carrasco , Cristi Guevara , Hugo Leiva

We consider optimal control of the scalar wave equation where the control enters as a coefficient in the principal part. Adding a total variation penalty allows showing existence of optimal controls, which requires continuity results for…

Optimization and Control · Mathematics 2021-09-28 Christian Clason , Karl Kunisch , Philip Trautmann

We prove the null controllability of a one-dimensional degenerate parabolic equation with drift and a singular potential. Here, we consider a weighted Neumann boundary control at the left endpoint, where the potential arises. We use a…

Analysis of PDEs · Mathematics 2023-04-04 Leandro Galo-Mendoza , Marcos López-García

In this paper, we study the controllability of a Schr\"odinger equation with mixed boundary conditions on disjoint subsets of the boundary: dynamic boundary condition of Wentzell type, and Dirichlet boundary condition. The main result of…

Optimization and Control · Mathematics 2023-01-09 Alberto Mercado , Roberto Morales

We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…

Probability · Mathematics 2013-04-10 Giuseppina Guatteri , Federica Masiero

We study the wave equation in an interval with two linearly moving endpoints. We give the exact solution by a series formula, then we show that the energy of the solution decay at the rate $1/t$. We also establish observability results, at…

Analysis of PDEs · Mathematics 2019-10-24 Abdelmouhcene Sengouga

In this paper, we study the null and approximate controllability of a class of fully nonlocal coupled stochastic reaction--convection--diffusion systems. The system consists of two forward stochastic parabolic equations driven by general…

Optimization and Control · Mathematics 2026-03-31 Abdellatif Elgrou , Federica Gregorio , Abdelaziz Rhandi

In the present article we study the stabilization of first-order linear integro-differential hyperbolic equations. For such equations we prove that the stabilization in finite time is equivalent to the exact controllability property. The…

Optimization and Control · Mathematics 2015-11-04 Jean-Michel Coron , Long Hu , Guillaume Olive

This paper addresses the study of the hierarchical control for the one-dimensional wave equation in intervals with a moving boundary. This equation models the motion of a string where an endpoint is fixed and the other one is moving. When…

Optimization and Control · Mathematics 2025-02-18 Isaías Pereira de Jesus

This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…

Optimization and Control · Mathematics 2026-03-13 Redouane El Mezegueldy , Zakarya Dardour
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