Related papers: Exact Controllability for a Refined Stochastic Hyp…

We consider systems of parabolic equations coupled in zero order terms in a star-like or a tree-like shape, with an internal control acting in only one of the equations. We obtain local exact controllability to the stationary solutions of…

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…

In this paper, we investigate a discrete inverse problem of determining three unknowns, i.e. initial displacement, initial velocity and random source term, in a fully discrete approximation of one-dimensional stochastic hyperbolic equation.…

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 two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…

We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…

The goal of this article is to present a local exact controllability result for the 2 and 3-dimensional compressible Navier-Stokes equations on a constant target trajectory when the controls act on the whole boundary. Our study is then…

We consider a parabolic problem with degeneracy in the interior of the spatial domain, and we focus on controllability results through Carleman estimates for the associated adjoint problem. The novelty of the present paper is that the…

We prove the null controllability of a cascade system of \(n\) coupled backward stochastic parabolic equations involving both reaction and convection terms, as well as general second-order parabolic operators, with \(n \geq 2\). To achieve…

We consider the finite-time stabilization of homogeneous quasilinear hyperbolic systems with one side controls and with nonlinear boundary condition at the other side. We present time-independent feedbacks leading to the finite-time…

This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…

The primary focus of this paper is to establish the internal null controllability for the one-dimensional heat equation featuring dynamic boundary conditions. This achievement is realized by introducing a new Carleman estimate and an…

The general theory on exact boundary controllability for general first order quasilinear hyperbolic systems requires that the characteristic speeds of system do not vanish. This paper deals with exact boundary controllability, when this is…

In this paper, we derive a local unique continuation property for stochastic hyperbolic equations without boundary conditions. This result is proved by a global Carleman estimate.

In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…

This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…

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…

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

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…