Related papers: Exact Controllability for a Refined Stochastic Hyp…
This work addresses controllability properties for some systems of partial differential equations in which the main feature is the coupling through nonlocal integral terms. In the first part, we study a nonlinear parabolic-elliptic system…
In this paper, we investigate the inverse problem on determining the spatial component of the source term in a hyperbolic equation with time-dependent principal part. Based on a newly established Carleman estimate for general hyperbolic…
In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…
The paper is devoted to the problem of global exact controllability for a wide class of neutral and mixed time-delay systems. We consider an equivalent operator model in Hilbert space and formulate steering conditions of controllable states…
This paper is addressed to an inverse stochastic hyperbolic equation with three unknowns, i.e., a source term, an initial displacement and an initial velocity. The global uniqueness is proved by a new global Carleman estimate for the…
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…
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
In this paper we study the controllability of fractional neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
This paper deals with the analysis of the internal control with constraint of positive kind of a parabolic PDE with nonlinear diffusion when the time horizon is large enough. The minimal controllability time will be strictly positive. We…
The main objective of this paper is to study the hierarchical exact controllability for a parabolic equation with Hardy potential by Stackelberg-Nash strategy. In linear case, we employ Lax-Milgram theorem to prove the existence of an…
We study the inverse problems for the second order hyperbolic equations of general form with time-dependent coefficients assuming that the boundary data are given on a part of the boundary. The main result of this paper is the determination…
We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…
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…
In this manuscript we consider optimal control problems of stochastic differential equations with delays in the state and in the control. First, we prove an equivalent Markovian reformulation on Hilbert spaces of the state equation. Then,…
In this paper we establish the theory on semiglobal classical solution to first order quasilinear hyperbolic systems with a kind of nonlocal boundary conditions, and based on this, the corresponding exact boundary controllability and…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
This paper investigates an inverse source problem for general semilinear stochastic hyperbolic equations. Motivated by the challenges arising from both randomness and nonlinearity, we develop a globally convergent iterative regularization…
We study a time-inconsistent singular control problem originating from irreversible reinsurance decisions with non-exponential discount. A novel definition of equilibrium for time-inconsistent singular control problems is introduced. For…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…