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The problem of a generalized type of $H_\infty$-control is investigated for a class of admissible descriptor systems with a non-zero initial vector. A generalized performance measure is used, which characterizes the weighted damping level…
The Whitham approach is a well-studied method to describe non-linear integrable systems. Although approximate in nature, its results may predict rather accurately the time evolution of such systems in many situations given initial…
We consider De Finetti's control problem for absolutely continuous strategies with control rates bounded by a concave function and prove that a generalized mean-reverting strategy is optimal. In order to solve this problem, we need to deal…
The application of control tools to complex flows frequently requires approximations, such as reduced-order models and/or simplified forcing assumptions, where these may be considered low-rank or defined in terms of simplified statistics…
An important question in data-driven control is how to obtain an informative dataset. In this work, we consider the problem of effective data acquisition of an unknown linear system with bounded disturbance for both open-loop and…
In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…
We consider the classical optimal dividend control problem which was proposed by de Finetti [Trans. XVth Internat. Congress Actuaries 2 (1957) 433--443]. Recently Avram, Palmowski and Pistorius [Ann. Appl. Probab. 17 (2007) 156--180]…
We investigate symmetry reduction of optimal control problems for left-invariant control systems on Lie groups, with partial symmetry breaking cost functions. Our approach emphasizes the role of variational principles and considers a…
We propose in this paper a gradient-type dynamical system to solve the problem of maximizing quantum observables for finite dimensional closed quantum ensembles governed by the controlled Liouville-von Neumann equation. The asymptotic…
We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…
Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…
We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…
We consider a degenerate wave equation with drift in presence of a leading operator which is not in divergence form. We provide some conditions for the boundary controllability of the associated Cauchy problem.
In this paper, we study an optimal control problem for a cascade of hydroelectric power plants with reversible turbines and uncontrolled spillways. The system dynamics are governed by a linear control model subject to path constraints. The…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…
This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two dimensional bounded, convex, polygonal domain. It…
Consider the optimal dividend problem for an insurance company whose uncontrolled surplus precess evolves as a spectrally negative Levy process. We assume that dividends are paid to the shareholders according to admissible strategies whose…
This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under…
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…
An optimal control problem described by the Hamilton-Jacobi-Bellman equation can be developed into a problem that can be solved by general computational fluid dynamics packages. We describe how this formulation would allow a classical…