Related papers: Exact Controllability for a Refined Stochastic Hyp…
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…
We prove an exact controllability result for a one-dimensional heat equation with delay in both lower and highest order terms and nonhomogeneous Dirichlet boundary conditions. Moreover, we give an explicit representation of the control…
In the present article we study the stabilization of first-order linear integro-differential hyperbolic equations. For such equations we prove that the stabilization in finite time is equivalent to the exact controllability property. The…
The paper deals with the controllability of finite-dimensional linear difference delay equations, i.e., dynamics for which the state at a given time $t$ is obtained as a linear combination of the control evaluated at time $t$ and of the…
The paper is concerned with the boundary controllability of entropy weak solutions to hyperbolic systems of conservation laws. We prove a general result on the asymptotic stabilization of a system near a constant state. On the other hand,…
In this paper, we study the local exact boundary controllability of entropy solutions to a class linearly degenerate hyperbolic systems of conservation laws with constant multiplicity. The authors prove the two-sided boundary…
This paper concerns the null controllability for a class of stochastic degenerate parabolic equations. We first establish a global Carleman estimate for a linear forward stochastic degenerate equation with multiplicative noise. Using this…
We obtain a novel interior control result for wave equations on time dependent domains. This is done by deriving a suitable Carleman estimate and proving the corresponding observability inequality. We consider the wave equation with time…
This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…
This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
This paper is devoted to studying null controllability for a class of stochastic fourth order semi-discrete parabolic equations, where the spatial variable is discretized with finite difference scheme and the time is kept as a continuous…
This paper is devoted to the controllability of a general linear hyperbolic system in one space dimension using boundary controls on one side. Under precise and generic assumptions on the boundary conditions on the other side, we previously…
In this paper, we present a null controllability result for a class of stochastic semi-discrete parabolic equations. For this purpose, an observability estimate is established for backward stochastic semi-discrete parabolic equations, with…
This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…
This review surveys previous and recent results on null controllability and inverse problems for parabolic systems with dynamic boundary conditions. We aim to demonstrate how classical methods such as Carleman estimates can be extended to…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
This paper addresses null controllability for both forward and backward linear stochastic parabolic equations by introducing convection terms on the drift parts with bounded coefficients. Moreover, the forward stochastic parabolic equation…
This paper presents a backstepping approach for the boundary control of first-order hyperbolic equations with spatially varying coefficients posed on domains of arbitrary dimension. The method is based on a change of variables induced by…