Related papers: Homogenization of some low-cost control problems
We consider the problems of confidence estimation and hypothesis testing on a parameter of signal observed in Gaussian white noise. For these problems we point out lower bounds of asymptotic efficiency in the zone of moderate deviation…
In this paper, we study the portfolio optimization problem with general utility functions and when the return and volatility of underlying asset are slowly varying. An asymptotic optimal strategy is provided within a specific class of…
In this paper, we first investigate the monotonicity and limit problem of the fractional integral functions. By fixed point theorem and these new results of the fractional integral functions, we present that the Riemann-Liouville fractional…
In this paper, we consider the optimal control problem in a 3D flow model for incompressible rigid-viscoplastic media of the Bingham kind with homogeneous Dirichlet boundary conditions and a given cost functional. On the basis of methods of…
In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…
We consider a linear non-local heat equation in a bounded domain $\Omega\subset\mathbb{R}^d$, $d\geq 1$, with Dirichlet boundary conditions, where the non-locality is given by the presence of an integral kernel. Motivated by several…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…
The purpose of this article is to study a stochastic control problem on a junction, with control at the junction point. The problem of control is formulated in the weak sense, using a relaxed control, namely a control which takes values in…
We consider the inverse multiphase Stefan problem with homogeneous Dirichlet boundary condition on a bounded Lipschitz domain, where the density of the heat source is unknown in addition to the temperature and the phase transition…
This paper is concerned with a quantitative analysis of asymptotic behaviors of (possibly sign-changing) solutions to the Cauchy-Dirichlet problem for the fast diffusion equation posed on bounded domains with Sobolev subcritical exponents.…
We study the boundary behaviors of solutions $f$ to the Dirichlet problem for minimal graphs in the hyperbolic space with singular asymptotic boundaries and characterize the boundary behaviors of $f$ at the points strictly located in the…
We consider the application of the theory of vibrational control to H_infinity-problems. We study the possibility of introduction of high-frequency parametric vibrations in order to decrease the minimal attainable value of the…
We study the homogeneous Dirichlet problem for the doubly nonlinear equation $u_t = \Delta_p u^m$, where $p>1,\ m>0$ posed in a bounded domain in $\mathbb{R}^N$ with homogeneous boundary conditions and with non-negative and integrable data.…
This note presents an embedded automatic control strategy for a low consumption vehicle equipped with an "on/off" engine. The main difficulties are the hybrid nature of the dynamics, the non smoothness of the dynamics of each mode, the…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
We consider a nonlinear model for electrical conduction in biological tissues. The nonlinearity appears in the interface condition prescribed on the cell membrane. The purpose of this paper is proving asymptotic convergence for large times…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
A multiscale asymptotic homogenization method for periodic microstructured materials in presence of thermoelasticity with periodic spatially dependent one relaxation time is introduced. The asymptotic expansions of the micro-displacement…
We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…