Related papers: Exact Controllability for Stochastic First-Order M…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
We study boundary controllability of one-dimensional coupled hyperbolic-parabolic cascades, focusing on the fine structure of reachable sets. The main model is a wave-heat cascade in which a boundary control acts on the wave equation and…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…
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…
The paper deals with the controllability of finite-dimensional linear difference delay equations, i.e., dynamics for which the state at a given time $t$ is obtained as a linear combination of the control evaluated at time $t$ and of the…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
In this paper, we study several theoretical and numerical questions concerning the null controllability problems for linear parabolic equations and systems for several dimensions. The control is distributed and acts on a small subset of the…
In this paper, we study the controllability of a Schr\"odinger equation with mixed boundary conditions on disjoint subsets of the boundary: dynamic boundary condition of Wentzell type, and Dirichlet boundary condition. The main result of…
Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
We study a class of singular stochastic control problems for a one-dimensional diffusion $X$ in which the performance criterion to be optimised depends explicitly on the running infimum $I$ (or supremum $S$) of the controlled process. We…
This paper considers a semi-discrete forward stochastic parabolic operator with homogeneous Dirichlet conditions in arbitrary dimensions. We show the lack of null controllability for a spatial semi-discretization of a null-controllable…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…
This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…
The distributed null controllability for coupled parabolic systems with non-diagonalizable diffusion matrices with a reduced number of controls has been studied in the case of constant matrices. On the other hand, boundary controllability…
Over the past two decades, the controllability of several examples of parabolic-hyperbolic systems has been investigated. The present article is the beginning of an attempt to find a unified framework that encompasses and generalizes the…