Cover Image

New global Carleman estimates and null controllability for forward/backward semi-linear parabolic SPDEs

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhang, Lei, Xu, Fan, Liu, Bin
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stochastic maximum principle for time-changed forward-backward stochastic control problem with Lévy noise
by: Chen, Jingwei, et al.
Published: (2026)

Null controllability for stochastic fourth order semi-discrete parabolic equations
by: Wang, Yu, et al.
Published: (2024)

New global Carleman estimates and null controllability for a stochastic Cahn-Hilliard type equation
by: Zhang, Sen, et al.
Published: (2024)

Carleman estimate for semi-discrete stochastic parabolic operators in arbitrary dimension and applications to controllability
by: Lecaros, Rodrigo, et al.
Published: (2025)

The Koopmanization of controlled nonlinear Itô stochastic differential systems and its comparison with the Carleman embedding: new results
by: Lambe, Amruta, et al.
Published: (2025)

A limit theory for controlled McKean-Vlasov SPDEs
by: Criens, David
Published: (2023)

Constrained stochastic linear quadratic control under regime switching with controlled jump size
by: Shi, Xiaomin, et al.
Published: (2024)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
by: Al-Hussein, AbdulRahman, et al.
Published: (2024)

Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
by: Criens, David, et al.
Published: (2023)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
by: Asadzade, Javad A., et al.
Published: (2024)

The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)

Iterative Data-Consistent Inversion with Multiple Push-forward Constraints
by: Jiang, Tianyi, et al.
Published: (2026)

Optimal investment and consumption under forward utilities with relative performance concerns
by: Broux-Quemerais, Guillaume, et al.
Published: (2025)

Matrix Riccati BSDEs with singular terminal condition and stochastic LQ control with linear terminal constraint
by: Ackermann, Julia, et al.
Published: (2026)

A global stochastic maximum principle for delayed forward-backward stochastic control systems
by: Li, Feng
Published: (2026)

Carleman estimates for degenerate parabolic equations with single interior point degeneracy and its applications
by: Liu, Yuanhang, et al.
Published: (2023)

Simple repair policies and decompositions for semi-coherent systems with simultaneous failures
by: Lagos, Guido, et al.
Published: (2026)

On the optimal objective value of random linear programs
by: Bakhshi, Marzieh, et al.
Published: (2024)

Exploiting the polyhedral geometry of stochastic linear bilevel programming
by: Muñoz, Gonzalo, et al.
Published: (2022)

Conditional McKean-Vlasov control
by: Carmona, René, et al.
Published: (2025)

Stochastic forward-backward-half forward splitting algorithm with variance reduction
by: Qin, Liqian, et al.
Published: (2023)

Maximum principle for optimal control of stochastic evolution equations with recursive utilities
by: Liu, Guomin, et al.
Published: (2021)

The non-linear multiple stopping problem: between the discrete and the continuous time
by: Grigorova, Miryana, et al.
Published: (2025)

Continuous-time optimal control for trajectory planning under uncertainty
by: Valli, Ange, et al.
Published: (2024)

Maximum principle for recursive optimal control problem of stochastic delay evolution equations
by: Liu, Guomin, et al.
Published: (2023)

Error estimates for deterministic empirical approximations of probability measures
by: Seeger, Benjamin
Published: (2025)

A non-exchangeable mean field control problem with controlled interactions
by: Djete, Mao Fabrice
Published: (2025)

Limit theory for mean-field control problems with common noise adapted controls
by: Bouchard, Bruno, et al.
Published: (2025)

Time-inconsistent singular control problems: Reflection and Absolutely continuous controls with exploding rates
by: Bodnariu, Andi, et al.
Published: (2025)

On optimal control of reflected diffusions
by: Jonsson, Adam
Published: (2023)

Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
by: Bo, Lijun, et al.
Published: (2025)

Duality methods in stochastic optimal control
by: Bank, Peter, et al.
Published: (2026)

Frugal forward-backward splitting methods with deviations
by: Fu, Yongyu, et al.
Published: (2025)

Discrete time stochastic impulse control with delay
by: Hamadène, Said, et al.
Published: (2025)

Blackwell optimality in risk-sensitive stochastic control
by: Pitera, Marcin, et al.
Published: (2026)

Mean-field optimal control with stochastic leaders
by: Zimper, Sebastian, et al.
Published: (2025)

Small noise perturbations of stochastic ergodic control problems
by: Kumar, K. Suresh, et al.
Published: (2024)

Stochastic optimal control of Lévy tax processes with bailouts
by: Ghanim, Dalal Al, et al.
Published: (2024)

Mean-field games with unbounded controls: a weak formulation approach to global solutions
by: Horst, Ulrich, et al.
Published: (2026)

Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
by: Alonso-Garcia, Jennifer, et al.
Published: (2026)