Related papers: Exact Controllability for Stochastic First-Order M…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
This paper completely solves the controllability problems of two-dimensional multi-input discrete-time bilinear systems with and without drift. Necessary and sufficient conditions for controllability, which cover the existing results, are…
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 paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the diffusion coefficients depend on control, the control set…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…
In this paper, we continue the study of some controllability issues for the forward stochastic heat equation with dynamic boundary conditions. The main novelty in the present paper consists of considering only one control without extra…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…
We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observability for backward fourth order stochastic parabolic equations,…
We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function. To address this, we adopt a game-theoretic framework and…
This paper explores the controllability of a class of N-dimensional hyperbolic equations featuring a single interior degenerate point. Firstly, we establish the well-posedness of the equation through the application of the Hardy inequality.…
In this paper we study the controllability of an artificial advection-diffusion system through the boundary. Suitable Carleman estimates give us the observability on the adjoint system in the one dimensional case. We also study some basic…
This paper deals with a hierarchical multi-objective control problem for forward stochastic parabolic equations with dynamic boundary conditions. The controls are divided into two classes: leaders and followers. The goal of the leaders is…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
We consider the decidability of state-to-state reachability in linear time-invariant control systems over continuous time. We analyse this problem with respect to the allowable control sets, which are assumed to be the image under a linear…
In this paper, we consider the well-known Fattorini's criterion for approximate controllability of infinite dimensional linear systems of type $y'=A y+Bu$. We precise the result proved by H. O. Fattorini in \cite{Fattorini1966} for bounded…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
In this paper, we study the indirect boundary stability and exact controllability of a one-dimensional Timoshenko system. In the first part of the paper, we consider the Timoshenko system with only one boundary fractional damping. We first…