arXiv subjects

Qi Lü

Publications and source records attributed to Qi Lü.

42 records · Page 3Linked to original sources

arXiv2018

Finite Codimensional Controllability, and Optimal Control Problems with Endpoint State Constraints

In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent criteria on the finite codimensional controllability are presented. In particular, the finite codimensional exact controllability is reduced to deriving a Gårding type inequality for the adjoint system, which is new for many evolution equations. This inequality can be verified for some concrete problems (and hence applied to the corresponding optimal control problems), say the wave equations with both time and space dependent potentials. Moreover, under some mild assumptions, we show that the finite codimensional exact controllability of this sort of wave equations is equivalent to the classical geometric control condition.

math.OC↗

arXiv2014

Local rapid stabilization for a Korteweg-de Vries equation with a Neumann boundary control on the right

This paper is devoted to the study of the rapid exponential stabilization problem for a controlled Korteweg-de Vries equation on a bounded interval with homogeneous Dirichlet boundary conditions and Neumann boundary control at the right endpoint of the interval. For every noncritical length, we build a feedback control law to force the solution of the closed-loop system to decay exponentially to zero with arbitrarily prescribed decay rates, provided that the initial datum is small enough. Our approach relies on the construction of a suitable integral transform.

math.OC↗

arXiv2013

Exact Controllability for Stochastic Transport Equations

This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By means of the duality argument, this controllability problem can be reduced to an observability problem for backward stochastic transport equations, and the desired observability estimate is obtained by a new global Carleman estimate. Also, we present some results about the lack of exact controllability, which show that the action of two controls is necessary. To some extent, this indicates that the controllability problems for stochastic PDEs differ from their deterministic counterpart.

math.OC↗

arXiv2012

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

The main purpose of this paper is to give a solution to a long-standing unsolved problem in stochastic control theory, i.e., to establish the Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear stochastic evolution equations. Both drift and diffusion terms can contain the control variables, and the control domains are allowed to be nonconvex. The key to reach it is to provide a suitable formulation of operator-valued backward stochastic evolution equations (BSEEs for short), as well as a way to define their solutions. Besides, both vector-valued and operator-valued BSEEs, with solutions in the sense of transposition, are studied. As a crucial preliminary, some weakly sequential Banach-Alaoglu-type theorems are established for uniformly bounded linear operators between Banach spaces.

math.OC↗

arXiv2012

Global Uniqueness for an Inverse Stochastic Hyperbolic Equation with Three Unknowns

This paper is addressed to an inverse stochastic hyperbolic equation with three unknowns, i.e., a source term, an initial displacement and an initial velocity. The global uniqueness is proved by a new global Carleman estimate for the stochastic hyperbolic equation. It is found that both the formulation of stochastic inverse problems and the tools to solve them differ considerably from their deterministic counterpart.

math-ph↗

arXiv2010

Representation of Itô Integrals by Lebesgue/Bochner Integrals

In [22], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later can be regarded as a variant of the classical Riesz Representation Theorem, and therefore it will be useful in studying other problems. Some remarkable consequences are presented as well, including a reasonable definition of exact controllability for stochastic differential equations and a condition which implies a Black-Scholes market to be complete.

math.PR↗