Related papers: Exact Controllability for a Refined Stochastic Hyp…

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…

In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type…

In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…

We show Carleman estimates, observability inequalities and null controllability results for parabolic equations with non smooth coefficients degenerating at an interior point.

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

In this article, we provide a modified argument for proving the conditional stability of inverse source problem for a hyperbolic equation. Our method does not require any extension of solution with respect to time and therefore simplifies…

This paper addresses the problem of computing controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. We develop new methods for models of systems subject to both…

This paper is concerned with the application of Stackelberg-Nash strategies to control fourth order linear and semi-linear parabolic equations. We assume that the system is acted through a hierarchy of distributed controls: one main control…

In this paper, we establish a global Carleman estimate for an Ultrahyperbolic Schr\"odinger equation. Moreover, we prove H\"older stability for the inverse problem of determining a coefficient or a source term in the Ultrahyperbolic…

This article is devoted to study the interior approximated controllability of the strongly damped semilinear wave equation with memory, impulses and delay terms. The problem is challenging since the state equation contains memory and…

In this paper, we consider forward stochastic nonlinear parabolic equations, with a control localized in the drift term. Under suitable assumptions, we prove the small-time global null-controllability, with a truncated nonlinearity. We also…

In this paper we study exact boundary controllability for a linear wave equation with strong and weak interior degeneration of the coefficient in the principle part of the elliptic operator. The objective is to provide a well-posedness…

This paper studies the internal control of the Korteweg-de Vries-Burgers (KdVB) equation on a bounded domain. The diffusion coefficient is time-dependent and the boundary conditions are mixed in the sense that homogeneous Dirichlet and…

This paper is concerned with the null controllability problem for a class of quasilinear parabolic equations under multiplicative control, locally supported in space. For the purpose of proving the existence of a multiplicative control…

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…

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 work serves as a continuation of our preceding paper [28]. In that study, we presented a separable variable method to derive the Lebeau-Robbiano spectral inequality for a specific degenerate parabolic equation and subsequently employed…