Related papers: Optimal control for stochastic heat equation with …

We consider a network of residential heating systems in which several prosumers satisfy their heating and hot water demand using solar thermal collectors and services of a central producer. Overproduction of heat can either be stored in a…

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

We study the problem of optimal oculomotor control during the execution of visual search tasks. We introduce a computational model of human eye movements, which takes into account various constraints of the human visual and oculomotor…

It is necessary to use more general models than the classical Fourier heat conduction law to describe small-scale thermal conductivity processes. The effects of heat flow memory and heat capacity memory (internal energy) in solids are…

We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Virtually every organism gathers information about its noisy environment and builds models from that data, mostly using neural networks. Here, we use stochastic thermodynamics to analyse the learning of a classification rule by a neural…

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to…

In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…

This paper addresses a nonlinear partial differential control system arising in population dynamics. The system consist of three diffusion equations describing the evolutions of three biological species: prey, predator, and food for the…

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…

The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this…

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

This paper joins some concepts from Mechanics, Partial Differential Equations and Control Theory in order to solve bi-time optimization problems related to stress tensor in plastic deformations. The main goal is to analyze some optimal…

This paper deals with the problem of cost-optimal operation of smart buildings that integrate a centralized HVAC system, photovoltaic generation and both thermal and electrical storage devices. Building participation in a Demand-Response…