Related papers: Exact controllability for a refined Stochastic Wav…
This paper studies an optimal stochastic impulse control problem in a finite horizon with a decision lag, by which we mean that after an impulse is made, a fixed number units of time has to be elapsed before the next impulse is allowed to…
We prove the exact controllability of two-dimensional hydroelastic waves in the periodic setting. We show that if the initial data and the final data are small, for exterior pressure whose support is any non-empty open set $\omega$, the…
We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…
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…
In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…
In this paper, we deal with the boundary controllability of a one-dimensional degenerate and singular wave equation with degeneracy and singularity occurring at the boundary of the spatial domain. Exact boundary controllability is proved in…
We prove an exact controllability result for a one-dimensional heat equation with delay in both lower and highest order terms and nonhomogeneous Dirichlet boundary conditions. Moreover, we give an explicit representation of the control…
In this article we study the internal controllability of 1D linear hyperbolic balance laws when the number of controls is equal to the number of state variables. The controls are supported in space in an arbitrary open subset. Our main…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
We study the boundary exact controllability for the quasilinear wave equation in the higher-dimensional case. Our main tool is the geometric analysis. We derive the existence of long time solutions near an equilibrium, prove the locally…
In this article, we first prove quantitative estimates associated to the unique continuation theorems for operators with partially analytic coefficients of Tataru, Robbiano-Zuily and H\"ormander. We provide local stability estimates that…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
We present a novel control methodology to control the roughening processes of semilinear parabolic stochastic partial differential equations in one dimension, which we exemplify with the stochastic Kuramoto-Sivashinsky equation. The…
In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…
We consider a two-sided singular stochastic control problem with a risk-sensitive ergodic criterion. In particular, we consider a stochastic system whose uncontrolled dynamics are modelled by a linear diffusion. The control that can be…
An extended quadratic function is a quadratic function plus the indicator function of an affine set, that is, a quadratic function with embedded linear equality constraints. We show that, under some technical conditions, random convex…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
Standard stochastic control methods assume that the probability distribution of uncertain variables is available. Unfortunately, in practice, obtaining accurate distribution information is a challenging task. To resolve this issue, we…
In this paper, we consider stochastic optimal control of systems driven by stochastic differential equations with irregular drift coefficient. We establish a necessary and sufficient stochastic maximum principle. To achieve this, we first…
In this survey paper, we report on recent works concerning exact observability (and, by duality, exact controllability) properties of subelliptic wave and Schr{\"o}dinger-type equations. These results illustrate the slowdown of propagation…