Related papers: A control problem with fuel constraint and Dawson-…
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…
We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…
We consider a linear-quadratic optimization problem with pointwise bounds on the state for which the constraint is given by the Laplace-Beltrami equation (to have uniqueness we add an lower order term) on a two-dimensional surface . By…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
We solve the $H^{\infty}$-control problem with state feedback for infinite dimensional boundary control systems of parabolic type with distributed disturbances and apply the results to equations with Hardy potentials with the singularity…
We study a constrained optimal control problem with possibly degenerate coefficients arising in models of optimal portfolio liquidation under market impact. The coefficients can be random in which case the value function is described by a…
We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…
This paper is devoted to the controllability analysis of a class of linear control systems in a Hilbert space. It is proposed to use the minimum energy controls of a reduced lumped parameter system for solving the infinite dimensional…
This paper deals with unbounded solutions to a class of chemotaxis systems. In particular, for a rather general attraction-repulsion model, with nonlinear productions, diffusion, sensitivities and logistic term, we detect Lebesgue spaces…
In this paper we study an optimal control problem associated to a linear degenerate elliptic equation with mixed boundary conditions. The equations of this type can exhibit the Lavrentieff phenomenon and non-uniqueness of weak solutions. We…
The main goal of this paper is to show that the blow up phenomenon (the explosion of the $ \rL^{\infty }$-norm) of the solutions of several classes of evolution problems can be controlled by means of suitable global controls $\alpha (t)$…
The general one-dimensional ``log-sine'' gas is defined by restricting the positive and negative charges of a two-dimensional Coulomb gas to live on a circle. Depending on charge constraints, this problem is equivalent to different boundary…
This work studies the null controllability of a system of coupled parabolic PDEs. In particular, our work specializes to an important subclass of these control problems which are coupled by first and zero-order couplings and are,…
This paper studies a class of non$-$Markovian singular stochastic control problems, for which we provide a novel probabilistic representation. The solution of such control problem is proved to identify with the solution of a $Z-$constrained…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…
A solution to the suboptimal $H^\infty$-control problem is given for a class of hyperbolic partial differential equations (PDEs). The first result of this manuscript shows that the considered class of PDEs admits an equivalent…