Related papers: Stackelberg-Nash Controllability for Abstract Stoc…
In the paper, problems of controllability, approximate controllability, reachability and approximate reachability are studied for the control system $w_t=w_{xx}$, $w(0,\cdot)=u$, $x>0$, $t\in(0,T)$, where $u\in L^\infty(0,T)$ is a control.…
In this paper, we study approximate and exact controllability of the linear difference equation $x(t) = \sum\_{j=1}^N A\_j x(t - \Lambda\_j) + B u(t)$ in $L^2$, with $x(t) \in \mathbb C^d$ and $u(t) \in \mathbb C^m$, using as a basic tool a…
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…
Approximate controllability of the Euler equations is investigated by means of a finite set of actuators. It is proven that approximate controllability holds if we can find a saturating subset of actuators. The notion of saturating set is…
In this work we analyse the small-time reachability properties of a nonlinear parabolic equation, by means of a bilinear control, posed on a torus of arbitrary dimension $d$. Under a saturation hypothesis on the control operators, we show…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
We derive in a direct and rather straightforward way the null controllability of the N-dimensional heat equation in a bounded cylinder with boundary control at one end of the cylinder. We use the so-called flatness approach, which consists…
This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…
The nested Extremum Seeking (nES) algorithm is a model-free optimization method that has been shown to converge to a neighborhood of a Nash equilibrium. In this work, we demonstrate that the same nES dynamics can instead be made to converge…
This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs) with partial information, where the information of the follower is a sub-$\sigma$-algebra of that of the leader. Necessary and sufficient…
The present paper deals with the control problems governed by fractional non-instantaneous impulsive functional evolution equations with state-dependent delay involving Caputo fractional derivatives in Banach spaces. The main objective of…
In this paper, we investigate infinite horizon jump-diffusion forward-backward stochastic differential equations under some monotonicity conditions. We establish an existence and uniqueness theorem, two stability results and a comparison…
This analysis is concerned with the controllability of quantum systems in the case where the standard dipolar approximation, involving the permanent dipole moment of the system, is corrected with a polarizability term, involving the field…
This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…
The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…
Equilibrium refinements are important in extensive-form (i.e., tree-form) games, where they amend weaknesses of the Nash equilibrium concept by requiring sequential rationality and other beneficial properties. One of the most attractive…
We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…
In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…