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In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…
We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show…
In this paper we study the optimal control of a parabolic initial-boundary value problem of Allen--Cahn type with dynamic boundary conditions. Phase field systems of this type govern the evolution of coupled diffuse phase transition…
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…
This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by…
This paper is concerned with the existence of insensitizing controls for a fourth order semilinear parabolic equation. Here, the initial data is partially unknown, we would like to find controls such that a specific functional is…
This paper addresses the problem of computing controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. We develop new methods for models of systems subject to both…
This paper deals with the controllability for a one-dimensional wave equation with mixed boundary conditions in a non-cylindrical domain. This equation models small vibrations of a string where an endpoint is fixed and the other is moving.…
In this paper we study the controllability of a coupled Keller-Segel-Navier-Stokes system. We show the local exact controllability of the system around some particular trajectories. The proof relies on new Carleman inequalities for the…
We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…
We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…
This paper deals with the null-controllability of a system of {\em mixed parabolic-elliptic pdes} at any given time $T>0$. More precisely, we consider the \textit{Kuramoto-Sivashinsky--Korteweg-de Vries equation} coupled with a second order…
This paper studies the controllability problem of a parabolic system of chemotaxis. The local exact controllability to trajectories of the system imposed one control force only is obtained by applying Kakutani's fixed point theorem combined…
Within the framework of viscosity solution, we study the relationship between the maximum principle (MP) in [9] and the dynamic programming principle (DPP) in [10] for a fully coupled forward-backward stochastic controlled system (FBSCS)…
This paper considers linear-quadratic (LQ) stochastic leader-follower Stackelberg differential games for jump-diffusion systems with random coefficients. We first solve the LQ problem of the follower using the stochastic maximum principle…
In this paper, we obtain the exact controllability for a refined stochastic wave equation with three controls by establishing a novel Carleman estimate for a backward hyperbolic-like operator. Compared with the known result, the novelty of…
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…