Related papers: Stabilization and Optimal Control of Interconnecte…

Our paper is devoted to the study of Peng's stochastic maximum principle (SMP) for a stochastic control problem composed of a controlled forward stochastic differential equation (SDE) as dynamics and a controlled backward SDE which defines…

This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…

We develop an input delay-compensating design for stabilization of an Aw-Rascle-Zhang (ARZ) traffic model in congested regime which is governed by a $2\times 2$ first-order hyperbolic nonlinear PDE. The traffic flow consists of both…

This paper studies the problem of designing sampled-data observers and observer-based, sampled-data, output feedback stabilizers for systems with both discrete and distributed, state and output time-delays. The obtained results can be…

Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

The Transformer architecture has revolutionized artificial intelligence, yet a principled theoretical understanding of its internal mechanisms remains elusive. This paper introduces a novel analytical framework that reconceptualizes the…

In this paper, we focus on a class of time-inconsistent stochastic control problems, where the objective function includes the mean and several higher-order central moments of the terminal value of state. To tackle the time-inconsistency,…

This paper addresses the local stabilization problem for semilinear single-track vehicle models with distributed tire friction dynamics, represented as interconnections of ordinary differential equations (ODEs) and hyperbolic partial…

This paper develops a control and estimation design for the one-phase Stefan problem. The Stefan problem represents a liquid-solid phase transition as time evolution of a temperature profile in a liquid-solid material and its moving…

We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…

This paper studies open-loop equilibriums for a general class of time-inconsistent stochastic control problems under jump-diffusion SDEs with deterministic coefficients. Inspired by the idea of Four-Step-Scheme for forward-backward…

This paper gives a new solution to the output feedback H2 problem for quadratically invariant communication delay patterns. A characterization of all stabilizing controllers satisfying the delay constraints is given and the decentralized H2…

This paper considers the problem of finite dimensional output feedback H-infinity control for a class of nonlinear spatially distributed processes (SDPs) described by highly dissipative partial differential equations (PDEs), whose state is…

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…

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or, equivalently, by a marked point process. Under appropriate assumptions we prove well-posedness and continuous dependence of the solution…

This paper investigates the decentralized stabilization problem for a class of interconnected systems in the presence of non-triangular structural uncertainties and time-varying parameters, where each subsystem exchanges information only…

Traditional approaches to stabilizing hyperbolic PDEs, such as PDE backstepping, often encounter challenges when dealing with high-dimensional or complex nonlinear problems. Their solutions require high computational and analytical costs.…

We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…