Related papers: Stackelberg-Nash Controllability for Abstract Stoc…
This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…
This work addresses control problems governed by a semilinear evolution equation with singular memory kernel $\kappa(t)=\alpha e^{-\beta t}\frac{t^{\nu-1}}{\Gamma(\nu)}$, where $\alpha>0, \beta\ge 0$, and $0<\nu<1$. We examine the existence…
The main purpose of this paper is to give a solution to a long-standing unsolved problem in stochastic control theory, i.e., to establish the Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear…
This paper is devoted to studying a multi-objective control problem for a class of multi-dimensional quasi-linear parabolic equations. The considered system is driven by a leader control and two follower controls. For each leader control, a…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
We consider a fully-discrete approximations of 1-D heat equation with dynamic boundary conditions for which we provide a controllability result. The proof of this result is based on a relaxed observability inequality for the corresponding…
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observability for backward fourth order stochastic parabolic equations,…
This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…
This paper is concerned with a Stackelberg stochastic differential game with asymmetric noisy observation, with one follower and one leader. In our model, the follower cannot observe the state process directly, but could observe a noisy…
Given a linear control system in a Hilbert space with a bounded control operator, we establish a characterization of exponential stabilizability in terms of an observability inequality. Such dual characterizations are well known for exact…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
Controllability and observability are important properties of a distributed paramater systems.The equivalence between the notion of exact observability and exact controllability holds in general. In this work, we define a new notion of…
This research is concerned with evolution equations and their forward-backward discretizations. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the…
The current article examines the approximate controllability problem for non-instantaneous impulsive fractional evolution equations of order $1<\alpha<2$ with state-dependent delay in separable reflexive Banach spaces. In order to establish…
This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large number of followers. To be specific, the followers face a…
We give the solution to the minimum-energy control problem for linear stochastic systems. The problem is as follows: given an exactly controllable system, find the control process with the minimum expected energy that transfers the system…
We consider a controlled evolution problem for a set $\Omega(t)\in\mathbb{R}^d$, originally motivated by a model where a dog controls a flock of sheep. Necessary conditions and sufficient conditions are given, in order that the evolution be…
In this paper, we establish the Carleman estimates for forward and backward stochastic fourth order Schr\"{o}dinger equations, on basis of which, we can obtain the observability, unique continuation property and the exact controllability…
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.…