相关论文: Stabilization and Optimal Control of an Interconne…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
We consider a unifying framework for stochastic control problem including the following features: partial observation, path-dependence (both with respect to the state and the control), and without any non-degeneracy condition on the…
This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…
This paper is concerned with a general non-homogeneous stochastic linear quadratic (LQ) control problem with regime switching and random coefficients. We obtain the explicit optimal state feedback control and optimal value for this problem…
These notes are issued from a short course given by the author in a summer school in Chamb{\'e}ry in June 2015. We consider general semilinear PDE's and we address the following two questions: 1) How to design an efficient feedback control…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
The present paper develops an optimal linear quadratic boundary controller for $2\times2$ linear hyperbolic partial differential equations (PDEs) with actuation on only one end of the domain. First-order necessary conditions for optimality…
This work studies the null controllability of a system of coupled parabolic PDEs. In particular, our work specializes to an important subclass of these control problems which are coupled by first and zero-order couplings and are,…
In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…
In this paper, we consider stochastic optimal control of systems driven by stochastic differential equations with irregular drift coefficient. We establish a necessary and sufficient stochastic maximum principle. To achieve this, we first…
We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…
In this paper, we discuss our recent works on the null-controllability, the exact controllability, and the stabilization of linear hyperbolic systems in one dimensional space using boundary controls on one side for the optimal time. Under…
For the quite extensively developed PDE backstepping methodology for coupled linear hyperbolic PDEs, we provide a generalization from finite collections of such PDEs, whose states at each location in space are vector-valued, to previously…
An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…
This paper presents a novel density control framework for multi-robot systems with spatial safety and energy sustainability guarantees. Stochastic robot motion is encoded through the Fokker-Planck Partial Differential Equation (PDE) at the…
This work provides stability results in the spatial sup norm for hyperbolic-parabolic loops in one spatial dimension. The results are obtained by an application of the small-gain stability analysis. Two particular cases are selected for the…
Controlling the growth of material damage is an important engineering task with plenty of real world applications. In this paper we approach this topic from the mathematical point of view by investigating an optimal boundary control problem…