Related papers: Stackelberg-Nash Controllability for Abstract Stoc…
This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…
Several dynamical systems in fields such as engineering, chemistry, biology, and physics show impulsive behavior by reason of unexpected changes at specific times. These behaviors are described by differential systems under impulse effects.…
In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional…
In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…
We study the computational complexity of finding Stackelberg Equilibria in general-sum games, where the set of pure strategies of the leader and the followers are exponentially large in a natrual representation of the problem. In…
In this paper we use a Stackelberg-Nash strategy to show the local null controllability of a semilinear parabolic equation in one-dimension defined in a non-cylindrical domain where the diffusion coefficient degenerates at one point of the…
We study incentive designs for a class of stochastic Stackelberg games with one leader and a large number of (finite as well as infinite population of) followers. We investigate whether the leader can craft a strategy under a dynamic…
This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers. The leader initiates by providing its…
In this paper, we consider a class of second-order evolution differential inclusions in Hilbert spaces. This paper deals with the approximate controllability for a class of second-order control systems. First, we establish a set of…
This article investigates the approximate controllability of second order non-autonomous functional evolution equations involving non-instantaneous impulses and nonlocal conditions. First, we discuss the approximate controllability of…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
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 $\Omega \subset\mathbb{R}^d$…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…
Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
We derive in a straightforward way the null controllability of a 1-D heat equation with boundary control. We use the so-called {\em flatness approach}, which consists in parameterizing the solution and the control by the derivatives of a…
This work investigates the existence and uniqueness of the Nash equilibrium (solutions to competitive problems in which individual controls aim at separate desired states) for a bi-objective optimal control problem governed by a fractional…
In this paper we investigate the Hierarchical null controllability of a coupled degenerate semilinear parabolic equation in domains which are moving in time. We show the local null controllability of the semilinear system using Liusternik's…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…