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Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dimensional diffusion process. The control is given by a…

Optimization and Control · Mathematics 2022-03-01 Khwanchai Kunwai , Fubao Xi , George Yin , Chao Zhu

We prove the null controllability of a one dimensional degenerate parabolic equation with drift and a singular potential. We study the case the potential arises at the left end point and the weighted Dirichlet boundary control is located at…

Analysis of PDEs · Mathematics 2023-02-03 Leandro Galo-Mendoza , Marcos López-García

In this article, we study the existence of insensitizing controls for a nonlinear reaction-diffusion equation with dynamic boundary conditions. Here, we have a partially unknown data of the system, and the problem consists in finding…

Optimization and Control · Mathematics 2024-07-16 Mauricio C. Santos , Nicolás Carreño , Roberto Morales

In conventional scattering theory, by large-distance asymptotics, at the cost of losing the information of the distance between target and observer, one imposes a large-distance asymptotics to achieve a scattering wave function which can be…

Mathematical Physics · Physics 2016-12-02 Wen-Du Li , Wu-Sheng Dai

We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…

Optimization and Control · Mathematics 2016-11-04 Ulisse Stefanelli , Gerd Wachsmuth , Daniel Wachsmuth

This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…

Methodology · Statistics 2014-10-16 Giles Hooker , Kevin K. Lin , Bruce Rogers

This paper deals with the boundary controllability of inviscid incompressible fluids for which thermal effects are important. They will be modeled through the so called Boussinesq approximation. In the zero heat diffusion case, by adapting…

Optimization and Control · Mathematics 2024-02-13 Enrique Fernández-Cara , Maurício C. Santos , Diego A. Souza

We consider a classical stochastic control problem in which a diffusion process is controlled by a withdrawal process up to a termination time. The objective is to maximize the expected discounted value of the withdrawals until the…

Probability · Mathematics 2024-06-19 Hélène Guérin , Dante Mata , Jean-François Renaud , Alexandre Roch

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…

Optimization and Control · Mathematics 2025-07-08 Andi Bodnariu , Kristoffer Lindensjö , Neofytos Rodosthenous

This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…

Optimization and Control · Mathematics 2025-07-15 Shaolin Ji , Rundong Xu

We analyze an optimal control problem governed by a rate-independent system in an abstract infinite-dimensional setting. The rate-independent system is characterized by a nonconvex stored energy functional, which depends on time via a…

Optimization and Control · Mathematics 2018-10-31 Dorothee Knees , Stephanie Thomas

This paper is concerned with the null controllability problem for a class of quasilinear parabolic equations under multiplicative control, locally supported in space. For the purpose of proving the existence of a multiplicative control…

Optimization and Control · Mathematics 2026-02-19 Jilei Huang , Peidong Lei , Yansheng Ma , Jingxue Yin

We calculate the survival probability of a stationary target in one dimension surrounded by diffusive or subdiffusive traps of time-dependent density. The survival probability of a target in the presence of traps of constant density is…

Soft Condensed Matter · Physics 2007-05-23 S. B. Yuste , J. J. Ruiz-Lorenzo , Katja Lindenberg

This paper studies regularity property of the value function for an infinite-horizon discounted cost impulse control problem, where the underlying controlled process is a multidimensional jump diffusion with possibly `infinite-activity'…

Optimization and Control · Mathematics 2009-12-18 Mark H. A. Davis , Xin Guo , Guoliang Wu

In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…

Systems and Control · Computer Science 2018-08-01 Karthik Elamvazhuthi , Hendrik Kuiper , Matthias Kawski , Spring Berman

This paper studies reachability and null-controllability for difference inclusions involving convex processes. Such difference inclusions arise, for instance, in the study of linear discrete-time systems whose inputs and/or states are…

Optimization and Control · Mathematics 2021-12-30 Jaap Eising , M. Kanat Camlibel

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

The aim of this paper is to answer the question: Do the controls of a vanishing viscosity approximation of the one dimensional linear wave equation converge to a control of the conservative limit equation? Our viscous term contains the…

Analysis of PDEs · Mathematics 2019-02-20 Ioan Florin Bugariu , Sorin Micu

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…

Optimization and Control · Mathematics 2021-03-25 Cuiyu He , Weiwei Hu , Lin Mu

We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…

Optimization and Control · Mathematics 2018-06-05 Aleksey Fedorov , Alexander Ovseevich