Related papers: Optimal control for stochastic heat equation with …
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…
In this paper, we study two subjects on internally controlled heat equations with time varying potentials: the attainable subspaces and the bang-bang property for some time optimal control problems. We present some equivalent…
Optimal control of heterogeneous mean-field stochastic differential equations with common noise has not been addressed in the literature. In this work, we initiate the study of such models. We formulate the problem within a linear-quadratic…
Motivated by infinite-dimensional optimal control problems with endpoint state constraints, in this Note, we introduce the notion of finite codimensional exact controllability for evolution equations. It is shown that this new…
In this paper we study the finite-horizon optimal covariance steering problem for a continuous-time linear stochastic system subject to both additive and multiplicative noise. The noise can be continuous or it may contain jumps. Additive…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function. To address this, we adopt a game-theoretic framework and…
We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
We study three methods of obtaining an approximation of unitary evolution of a quantum system under decoherence. We use three methods of optimizing the control pulses: genetic optimization, approximate evolution method and approximate…
In this article we use optimal control to maximize the efficiency of a quantum heat engine executing the Otto cycle in the presence of external noise. We optimize the engine performance for both amplitude and phase noise. In the case of…
An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…
We consider an additional food provided prey-predator model exhibiting Holling type IV functional response with combined continuous white noise and discontinuous L\'evy noise. We prove the existence and uniqueness of global positive…
Optimal control is a central problem in quantum thermodynamics. When minimizing dissipated work and work fluctuations defined via the two-point measurement scheme in open quantum systems, existing approaches largely focus on the rapid- and…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
Quantum systems are exceedingly difficult to engineer because they are sensitive to various types of noises. In particular, time-dependent noises are frequently encountered in experiments but how to overcome them remains a challenging…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…