相关论文: Multi-objective control for stochastic parabolic e…
We present a linear--quadratic Stackelberg game with a large number of followers and we also derive the mean field limit of infinitely many followers. The relation between optimization and mean-field limit is studied and conditions for…
In this paper we are interested in a new type of {\it mean-field}, non-Markovian stochastic control problems with partial observations. More precisely, we assume that the coefficients of the controlled dynamics depend not only on the paths…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
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…
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…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs), where the coefficients of the backward system and the cost functionals are deterministic, and the control domain is convex. Necessary and…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
We consider a velocity tracking problem for stochastic Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through an injection-suction device with uncertainty, which acts in accordance with the non-homogeneous…
In this paper we investigate the Hierarchical null controllability of a coupled degenerate semilinear parabolic equation in domains which are moving in time. We show the local null controllability of the semilinear system using Liusternik's…
We discuss a class of linear control problems in a Hilbert space setting, which covers diverse systems such as hyperbolic and parabolic equations with boundary control and boundary observation even including memory terms. We introduce…
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…
We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…
We consider systems of parabolic equations coupled in zero order terms in a star-like or a tree-like shape, with an internal control acting in only one of the equations. We obtain local exact controllability to the stationary solutions of…
In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equations (FBSDEs in short) through deep learning. We first…
This paper presents bilateral control laws for one-dimensional(1-D) linear 2x2 hyperbolic first-order systems (with spatially varying coefficients). Bilateral control means there are two actuators at each end of the domain. This situation…
The concept of leader--follower (or Stackelberg) equilibrium plays a central role in a number of real--world applications of game theory. While the case with a single follower has been thoroughly investigated, results with multiple…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
Guided cooperation allows intelligent agents with heterogeneous capabilities to work together by following a leader-follower type of interaction. However, the associated control problem becomes challenging when the leader agent does not…