Related papers: Optimal stopping and control near boundaries
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…
We study the finite-horizon optimal control problem with quadratic functionals for an established fluid-structure interaction model. The coupled PDE system under investigation comprises a parabolic (the fluid) and a hyperbolic (the solid)…
This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with…
In this paper we study and solve an optimal control problem motivated by applications in quantum and classical physics. Although apparently simple, this optimal control problem is not easy to solve and we resort to various elaborated…
We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
Tipping points characterize situations where a regulated system may experience a sudden and irreversible change and are generally associated with a random state of the system below which the change materializes. In this paper, we study a…
This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
Consider a rigid body ${\mathcal S} \subset {\mathbb R}^3$ immersed in an infinitely extended Navier-Stokes liquid and the motion of the body-fluid interaction system described from a reference frame attached to ${\mathcal S}$. We are…
In prior work, we addressed the problem of optimally controlling on line connected and automated vehicles crossing two adjacent intersections in an urban area to minimize fuel consumption while achieving maximal throughput without any…
We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type,…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
The paper addresses an existence problem for infinite horizon optimal control when the system under control is exponentially stabilizable or stable. Classes of nonlinear control systems for which infinite horizon optimal controls exist are…
In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…
A systematic scheme is proposed to numerically estimate the quantum speed limit and temporal shape of optimal control in two-level and three-level quantum systems with bounded amplitude. For the two-level system, two quantum state…
We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…
In this article we analyze the optimal control strategy for rotating a monitored qubit from an initial pure state to an orthogonal state in minimum time. This strategy is described for two different cost functions of interest which do not…
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…