Related papers: Null Controllability for Stochastic Parabolic Equa…
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…
In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…
In this paper, we investigate the controlled system described by forward-backward stochastic differential equations with the control contained in drift, diffusion and generator of BSDE. A new verification theorem is derived within the…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
This paper is concerned with the application of Stackelberg-Nash strategies to control fourth order linear and semi-linear parabolic equations. We assume that the system is acted through a hierarchy of distributed controls: one main control…
In this paper, we deal with the null controllability of a population dynamics model with an interior degenerate diffusion. To this end, we proved first a new Carleman estimate for the full adjoint system and afterwards we deduce a suitable…
This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…
We study (approximate) null-controllability of parabolic equations in $L_p(\mathbb{R}^d)$ and provide explicit bounds on the control cost. In particular we consider systems of the form $\dot{x}(t) = -A_p x(t) + \mathbf{1}_E u(t)$, $x(0) =…
This paper considers the controllability of a class of coupled Stokes systems with distributed controls. The coupling terms are of a different nature. The first coupling is through the principal part of the Stokes operator with a constant…
This paper is concerned with the null controllability problem for a class of quasilinear parabolic equations under multiplicative control, locally supported in space. For the purpose of proving the existence of a multiplicative control…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
We develop an efficient and convergent numerical method for solving the inverse problem of determining the potential of nonlinear hyperbolic equations from lateral Cauchy data. In our numerical method we construct a sequence of linear…
This paper studies reachability and null-controllability for difference inclusions involving convex processes. Such difference inclusions arise, for instance, in the study of linear discrete-time systems whose inputs and/or states are…
In this article, we discuss the local exact controllability to trajectories of the following convective Brinkman-Forchheimer (CBF) equations (or damped Navier-Stokes equations) defined in a bounded domain $\Omega \subset\mathbb{R}^d$…
In this paper, a quasi-linear parabolic equation with a diffusion term dependent on the gradient to the state with Dirichlet boundary conditions is considered. The goal of this paper is to prove the existence of control that insensitizes…
This article presents some controllability and stabilization results for a system of two coupled linear Schr\"odinger equations in the one-dimensional case where the state components are interacting through the Kirchhoff boundary…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
In this paper we study the local boundary controllability for a non linear system of two degenerate parabolic equations with a control acting on only one equation. We analyze boundary null controllability properties for the linear system…
The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…
In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…