Related papers: Controllability concepts for mean-field dynamics w…
We consider the controllability of large-scale linear networked dynamical systems when complete knowledge of network structure is unavailable and knowledge is limited to coarse summaries. We provide conditions under which average…
We provide deterministic controllability conditions that imply exponential mixing properties for randomly forced constrained dynamical systems with possibly unbounded state space. As an application, new ergodicity results are obtained for…
We consider the control of McKean-Vlasov dynamics whose coefficients have mean field interactions in the state and control. We show that for a class of linear-convex mean field control problems, the unique optimal open-loop control admits…
The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory, (ii) reflected advanced mean-field backward stochastic…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relation with suitable stochastic ergodic control…
We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…
This paper aims to establish null controllability for systems coupled by two backward fourth order stochastic parabolic equations. The main goal is to control both equations with only one control act on the drift term. To achieve this, we…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
This paper discusses the controllability problem of complex networks. It is shown that almost any weighted complex network with noise on the strength of communication links is controllable in the sense of Kalman controllability. The concept…
How can precise control be realised in intrinsically noisy systems? Here, we develop a general theoretical framework that provides a way to achieve precise control in signal-dependent noisy environments. When the control signal has Poisson…
We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…
Many optimal and robust control problems are nonconvex and potentially nonsmooth in their policy optimization forms. In Part II of this paper, we introduce a new and unified Extended Convex Lifting (ECL) framework to reveal hidden convexity…
We study the controllability of a closed control-affine quantum system driven by two or more external fields. We provide a sufficient condition for controllability in terms of existence of conical intersections between eigenvalues of the…
We study mean-field control (MFC) problems with common noise using the control randomisation framework, where we substitute the control process with an independent Poisson point process, controlling its intensity instead. To address the…
This work studies the problem of controlling the mean-field density of large-scale stochastic systems, which has applications in various fields such as swarm robotics. Recently, there is a growing amount of literature that employs…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
This work concerns the optimal control problem for McKean-Vlasov SDEs. We provide explicit conditions to ensure the existence of optimal Markovian feedback controls. Moreover, based on the flow property of the McKean-Vlasov SDE, the dynamic…
We study optimal stochastic control problem for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients, and gain functionals are path-dependent, and importantly we do not make any ellipticity…
In the present work we investigate topological properties of the set of controllable differential-algebraic systems of the form $\tfrac{\text{d}}{\text{d}t}Ex = Ax+Bu$ with real matrices $E,A\in\mathbb{R}^{\ell\times n}$ and…