Related papers: Exact Controllability for Stochastic First-Order M…
In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For 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…
In this article we study the internal controllability of 1D linear hyperbolic balance laws when the number of controls is equal to the number of state variables. The controls are supported in space in an arbitrary open subset. Our main…
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…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
This paper is devoted to the study of the null and approximate controllability for some classes of linear coupled parabolic systems with less controls than equations. More precisely, for a given bounded domain in R^N, we consider a system…
The optimal time for the controllability of linear hyperbolic systems in one dimensional space with one-side controls has been obtained recently for time-independent coefficients in our previous works. In this paper, we consider linear…
The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…
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 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…
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…
In this paper, we continue the study of some controllability issues for the forward stochastic parabolic equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
The goal of the present article is to study controllability properties of mixed systems of linear parabolic-transport equations, with possibly non-diagonalizable diffusion matrix, on the one-dimensional torus. The equations are coupled by…
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…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic…