相关论文: Approximate controllability of impulsive semilinea…
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…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
Standard approaches to controlling dynamical systems involve biologically implausible steps such as backpropagation of errors or intermediate model-based system representations. Recent advances in machine learning have shown that…
Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…
Linear systems of neutral type are considered using the infinite dimensional approach. The main problems are asymptotic, non-exponential stability, exact controllability and regular asymptotic stabilizability. The main tools are the moment…
We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution…
In this study, we study the null controllability of a multi-dimensional degenerate parabolic equation characterized by a degenerate interior point. The control domain, which is an arbitrary inner region, does not encompass the degenerate…
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the…
In this paper, we establish necessary and sufficient conditions for stable inversion, addressing challenges in non-minimum phase, non-square, and singular systems. An H-Infinity based algebraic approximation is introduced for near-perfect…
The current paper initially studies the optimal control of linear $\psi$-Hilfer fractional derivatives with state-dependent control constraints and optimal control for a particular type of cost functional. Then, we investigate the…
A characterization of a semilinear elliptic partial differential equation (PDE) on a bounded domain in $\mathbb{R}^n$ is given in terms of an infinite-dimensional dynamical system. The dynamical system is on the space of boundary data for…
This paper represents a new perspective in understanding the controllability of the Korteweg-de Vries (KdV) equation on unbounded domains. By studying the equation on both the right and left half-line with a single control input, we show…
We develop a functional-analytic characterization of output tracking controllability for finite-dimensional linear systems. By formulating tracking as the surjectivity of the control-to-output map on suitable trajectory spaces, we show that…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We obtain necessary conditions of optimality for impulsive Volterra integral equations with switching and impulsive controls, with variable impulse time-instants. The present work continues and complements our previous work on impulsive…
This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…
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,…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
We present a framework of sequential action control (SAC) for stabilization of systems of partial differential equations which can be posed as abstract semilinear control problems in Hilbert spaces. We follow a late-lumping approach and…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…