Related papers: Approximate Controllability of Stochastic Hemivari…
We discuss a class of linear control problems in a Hilbert space setting, which covers diverse systems such as hyperbolic and parabolic equations with boundary control and boundary observation even including memory terms. We introduce…
This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…
It is by now well known that the use of Carleman estimates allows to establish the control-lability to trajectories of nonlinear parabolic equations. However, by this approach, it is not clear how to decide whether a given function is…
A stochastic optimal control problem driven by an abstract evolution equation in a separable Hilbert space is considered. Thanks to the identification of the mild solution of the state equation as $\nu$-weak Dirichlet process, the value…
This paper represents a new perspective in understanding the controllability of the Korteweg-de Vries (KdV) equation on unbounded domains. By studying the equation on both the right and left half-line with a single control input, we show…
We consider the null controllability problem for the wave equation, and analyse a stabilized finite element method formulated on a global, unstructured spacetime mesh. We prove error estimates for the approximate control given by the…
This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…
We study the controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling it with a control being a vector field, representing a perturbation of the velocity, localized…
- We discuss the approximation of distributed null controls for partial differential equations. The main purpose is to determine an approximation of controls that drives the solution from a prescribed initial state at the initial time to…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…
This paper presents finite-time and fixed-time stabilization results for inhomogeneous abstract evolution problems, extending existing theories. We prove well-posedness for strong and weak solutions, and estimate upper bounds for settling…
Dynamic phenomena in social and biological sciences can often be modeled by employing reaction-diffusion equations. When addressing the control of these modes, from a mathematical viewpoint one of the main challenges is that, because of the…
This paper studies an optimal control problem for a stationary convective Brinkman-Forchheimer extended Darcy (CBFeD) hemivariational inequality in two and three dimensions, subject to control constraints, and develops its numerical…
Stochastic optimal control control problems with merely measurable coefficients are not well understood. In this manuscript, we consider fully non-linear stochastic optimal control problems in infinite horizon with measurable coefficients…
We discuss a class of linear control problems in a Hilbert space setting. This class encompasses such diverse systems as port-Hamiltonian systems, Maxwell's equations with boundary control or the acoustic equations with boundary control and…
This paper introduces a new type of second order stochastic backward Hamilton-Jacobi-Bellman (HJB) equations for optimal stochastic control problems with a currently observable but non-predicable parameter process, in addition to the…
We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…