相关论文: On the solution of constrained Sylvester-observer …
We consider a linear Korteweg-de Vries equation on a bounded domain with a left Dirichlet boundary control.The controllability to the trajectories of such a system was proved in the last decade by using Carleman estimates.Here, we go a step…
This work concerns the internal stabilization of underactuated linear systems of $m$ heat equations in cascade, where the control is placed internally in the first equation only and the diffusion coefficients are distinct. Combining the…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…
This paper is concerned with the stabilization problem of singular fractional order systems with order $\alpha\in(0,2)$. In addition to the sufficient and necessary condition for observer based control, a sufficient and necessary condition…
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…
In this paper, we study an approximate controllability for the impulsive linear evolution equations in Hilbert spaces. The necessary and sufficient conditions for approximate controllability in terms of resolvent operators are given. An…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
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…
We consider the T-congruence Sylvester equation $AX+X^{\rm T}B=C$, where $A\in \mathbb R^{m\times n}$, $B\in \mathbb R^{n\times m}$ and $C\in \mathbb R^{m\times m}$ are given, and matrix $X \in \mathbb R^{n\times m}$ is to be determined.…
We prove exact controllability for quasi-linear Hamiltonian Schr\"odinger equations on tori of dimension greater or equal then two. The result holds true for sufficiently small initial conditions satisfying natural minimal regularity…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
This work is devoted to the control of the Fokker-Planck equation, posed on a smooth bounded domain of R^d, with a localized drift force. We prove that this equation is locally controllable to regular nonzero trajectories. Moreover, under…
It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…
Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…
The present article discusses the exact observability of the wave equation when the observation subset of the boundary is variable in time. In the one-dimensional case, we prove an equivalent condition for the exact observability, which…
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,…
In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…
We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…