Related papers: Stackelberg-Nash Controllability for Abstract Stoc…
In this paper, we are concerned with the boundary controllability of heat equation with dynamic boundary conditions. More precisely, we prove that the equation is null controllable at any positive time by means of a boundary control…
We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is characterized by a backward stochastic differential equation…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…
We derive Nash equilibria for a class of quadratic multi-leader-follower games using the nonsmooth best response function. To overcome the challenge of nonsmoothness, we pursue a smoothing approach resulting in a reformulation as a smooth…
We study a general class of control systems with memory, which in particular includes systems with fractional derivatives and integrals and also the standard heat equation. We prove that the approximate controllability property of the heat…
We propose projection-free sequential algorithms for linear-quadratic dynamics games. These policy gradient based algorithms are akin to Stackelberg leadership model and can be extended to model-free settings. We show that if the leader…
In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced in our previous works. We first explain how to reduce the…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
In this article, we study the control aspects of the one-dimensional compressible Navier-Stokes equations with Maxwell's law linearized around a constant steady state with zero velocity. We consider the linearized system with Dirichlet…
We study the boundary control problems for the wave, heat, and Schr\"odinger equations on a finite graph. We suppose that the graph is a tree (i.e., it does not contain cycles), and on each edge an equation is defined. The control is acting…
We establish the internal exact controllability of a refined stochastic hyperbolic equation by deriving a suitable observability inequality via Carleman estimates for the associated backward stochastic hyperbolic equation. In contrast to…
We prove that the thickness property is a necessary and sufficient geometric condition that ensures the (rapid) stabilization or the approximate null-controllability with uniform cost of a large class of evolution equations posed on the…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
We prove the interior and boundary null-controllability of some parabolic evolutions with controls acting over measurable sets.
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…
The goal of this article is to show a local exact controllability to smooth (C2) trajectories for the 2-d density dependent incompressible Navier-Stokes equations. Our controllability result requires some geometric condition on the ow of…
We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…
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…