Related papers: On the cost of null-control of an artificial advec…
In this paper we study the limit of the value function for a two-scale, infinite-dimensional, stochastic controlled system with cylindrical noise and possibly degenerate diffusion. The limit is represented as the value function of a new…
We study the $H^\infty-$control problem for an infinite dimensional parabolic system, with a convection term, perturbed by a singular inverse-square potential with control distributed in the interior of a domain, extending part of the…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
We consider the flow of a viscous, incompressible, Newtonian fluid in a perforated domain in the plane. The domain is the exterior of a regular lattice of rigid particles. We study the simultaneous limit of vanishing particle size and…
The paper deals with exact null-controllability problem for a linear control system consisting of two serially connected abstract control systems. Controllability conditions are obtained. Applications to the exact null-controllability for…
This review surveys previous and recent results on null controllability and inverse problems for parabolic systems with dynamic boundary conditions. We aim to demonstrate how classical methods such as Carleman estimates can be extended to…
In this article, we prove the existence of optimal risk-sensitive control with state constraints. We use near monotone assumption on the running cost to prove the existence of optimal risk-sensitive control.
We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…
In this paper, we prove the null controllability of some parabolic-elliptic systems. The control is distributed, locally supported in space and appears only in one PDE. The arguments rely on fixed-point reformulation and suitable Carleman…
We consider the initial-boundary value problem for the incompressible two-dimensional micropolar fluid model with angular viscosity in the upper half-plane. This model describes the motion of viscous fluids with microstructure. The global…
This paper is devoted to a study of the null controllability problems for one-dimensional linear degenerate wave equations through a boundary controller. First, the well-posedness of linear degenerate wave equations is discussed. Then the…
We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…
This work addresses a switching control problem under which the cost associated with the changes of regimes is allowed to have discontinuities in time. Our main contribution is to show several characterizations of the optimal cost function…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…
In this paper, we prove a theorem on the rate of convergence for the optimal cost computed using PS methods. It is a first proved convergence rate in the literature of PS optimal control. In addition to the high-order convergence rate, two…
In this paper, we prove the null controllability of a one-dimensional fourth-order degenerate parabolic equation with a singular potential. Here, we analyze cases where boundary control conditions are applied at the left endpoint. We…