中文
相关论文

相关论文: Exact controllability of stochastic differential e…

200 篇论文

This paper studies the approximate and null controllability for impulse controlled systems of heat equations coupled by a pair (A,B) of constant matrices. We present a necessary and sufficient condition for the approximate controllability,…

最优化与控制 · 数学 2017-01-23 Shulin Qin , Gengsheng Wang

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

概率论 · 数学 2012-02-20 AbdulRahman Al-Hussein

In this paper, we study approximate and exact controllability of the linear difference equation $x(t) = \sum\_{j=1}^N A\_j x(t - \Lambda\_j) + B u(t)$ in $L^2$, with $x(t) \in \mathbb C^d$ and $u(t) \in \mathbb C^m$, using as a basic tool a…

最优化与控制 · 数学 2019-11-11 Yacine Chitour , Guilherme Mazanti , Mario Sigalotti

A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…

最优化与控制 · 数学 2016-03-28 Yanqing Wang , Donghui Yang , Jiongmin Yong , Zhiyong Yu

This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…

最优化与控制 · 数学 2026-05-26 Liying Sun , Xiaohan Wang , Yongyi Yu

One proves that the linear and semilinear stochastic parabolic equations with a multiplicative noise with a finite number of modes are exactly null controllable.

偏微分方程分析 · 数学 2011-06-14 Viorel Barbu

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…

最优化与控制 · 数学 2024-01-01 Juanjuan Xu , Huanshui Zhang

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…

最优化与控制 · 数学 2024-12-02 Mahmoud Baroun , Said Boulite , Abdellatif Elgrou , Omar Oukdach

This paper is addressed to studying the exact controllability for stochastic Schr\"{o}dinger equations by two controls. One is a boundary control in the drift term and the other is an internal control in the diffusion term. By means of the…

最优化与控制 · 数学 2013-04-29 Qi Lu

Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…

概率论 · 数学 2015-07-06 Erika Hausenblas , Paul Andre Razafimandimby

This work aims to control the dynamics of certain non-Newtonian fluids in a bounded domain of $\mathbb{R}^d$, $d=2,3$ perturbed by a multiplicative Wiener noise, the control acts as a predictable distributed random force, and the goal is to…

最优化与控制 · 数学 2025-02-19 Yassine Tahraoui , Fernanda Cipriano

This paper concerns the null controllability for a class of stochastic degenerate parabolic equations. We first establish a global Carleman estimate for a linear forward stochastic degenerate equation with multiplicative noise. Using this…

最优化与控制 · 数学 2022-02-22 M. Baroun , M. Fadili , A. Khchine , L. Maniar

This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…

最优化与控制 · 数学 2013-10-22 Qi Lü

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…

最优化与控制 · 数学 2024-03-15 Areefa Khatoon , Abdur Raheem , Asma Afreen

This paper is devoted to prove the exact controllability of a system of N one-dimensional coupled wave equations when the control is exerted on a part of the boundary by means of one control. We consider the case where the coupling matrix A…

偏微分方程分析 · 数学 2019-02-26 S. Avdonin , L. de Teresa

In this paper, we discuss the distributed control problem governed by the following parabolic integro-differential equation (PIDE) in the abstract form \begin{eqnarray*} \frac{\partial y}{\partial t} + A y &=& \int_0^t B(t, s) y(s) ds + Gu,…

最优化与控制 · 数学 2016-06-14 Anil Kumar , Amiya K. Pani , Mohan C. Joshi

The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…

最优化与控制 · 数学 2009-05-12 D. Goreac

In this paper we establish several results on approximate controllability of a semilinear wave equation by making use of a single multiplicative control. These results are then applied to discuss the exact controllability properties for the…

最优化与控制 · 数学 2019-01-16 Mohamed Ouzahra

This paper considers the controllability of a class of coupled Stokes systems with distributed controls. The coupling terms are of a different nature. The first coupling is through the principal part of the Stokes operator with a constant…

最优化与控制 · 数学 2025-02-07 Kévin Le Balc'h , Luz de Teresa

We consider a fully-discrete approximations of 1-D heat equation with dynamic boundary conditions for which we provide a controllability result. The proof of this result is based on a relaxed observability inequality for the corresponding…

偏微分方程分析 · 数学 2022-09-30 Rodrigo Lecaros , Roberto Morales , Ariel Pérez , Sebastián Zamorano
‹ 上一页 1 2 3 10 下一页 ›