Related papers: Optimal control for stochastic heat equation with …
In this paper, we consider an optimal control problem for the two-dimensional evolutionary Navier-Stokes system. Looking for sparsity, we take controls as functions of time taking values in a space of Borel measures. The cost functional…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
In this paper, we study a time optimal internal control problem governed by the heat equation in $\Omega\times [0,\infty)$. In the problem, the target set $S$ is nonempty in $L^2(\Omega)$, the control set $U$ is closed, bounded and nonempty…
In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…
This paper is concerned with the problem of enhancing convection-cooling via active control of the incompressible velocity field, described by a stationary diffusion-convection model. This essentially leads to a bilinear optimal control…
We derive the quantum stochastic master equation for bosonic systems without measurement theory but control theory. It is shown that the quantum effect of the measurement can be represented as the correlation between dynamical and…
We consider a steady-state heat conduction problem $P$ for the Poisson equation with mixed boundary conditions in a bounded multidimensional domain $\Omega$. We also consider a family of problems $P_{\alpha}$ for the same Poisson equation…
We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…
An optimal boundary control problem for the one-dimensional heat equation is considered. The objective functional includes a standard quadratic terminal observation, a Tikhonov regularization term with regularization parameter $\nu$, and…
In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…
The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic differential equation (BSDE). A very general maximum…
We consider a steady-state heat conduction problem in a multidimensional bounded domain Omega for the Poisson equation with constant internal energy g and mixed boundary conditions given by a constant temperature b in the portion Gamma_1 of…
The earliest molecular dynamics simulations relied on solving the Newtonian or equivalently the Hamiltonian equations of motion for a system. While pedagogically very important as the total energy is preserved in these simulations, they…
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…
Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…