Norm and time optimal control problems of stochastic heat equations

This paper investigates the norm and time optimal control problems for stochastic heat equations. We begin by presenting a characterization of the norm optimal control, followed by a discussion of its properties. We then explore the equivalence between the norm optimal control and time optimal control, and subsequently establish the bang-bang property of the time optimal control. These problems, to the best of our knowledge, are among the first to discuss in the stochastic case

Perturbations of time optimal control problems for a class of abstract parabolic systems

In this work we study the asymptotic behavior of the solutions of a class of abstract parabolic time optimal control problems when the generators converge, in an appropriate sense, to a given strictly negative operator. Our main application to PDEs systems concerns the behavior of optimal time and of the associated optimal controls for parabolic equations with highly oscillating coefficients, as we encounter in homogenization theory. Our main results assert that, provided that the target is a closed ball centered at the origin and of positive radius, the solutions of the time optimal control problems for the systems with oscillating coefficients converge, in the usual norms, to the solution of the corresponding problem for the homogenized system. In order to prove our main theorem, we provide several new results, which could be of a broader interest, on time and norm optimal control problems

Exact Controllability of Linear Stochastic Differential Equations and Related Problems

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, the validity of an observability inequality for the adjoint equation, the solvability of an optimization problem, and the solvability of an $L^p$-type norm optimal control problem are all equivalent

Time-optimality by distance-optimality for parabolic control systems

The equivalence of time-optimal and distance-optimal control problems is shown for a class of parabolic control systems. Based on this equivalence, an approach for the efficient algorithmic solution of time-optimal control problems is investigated. Numerical examples are provided to illustrate that the approach works well is practice