Related papers: Optimal control of membrane filtration systems
We study a class of nonlinear hyperbolic partial differential equations with boundary control. This class describes chemical reactions of the type ``$A \to$ product'' carried out in a plug flow reactor (PFR) in the presence of an inert…
This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
In this paper, we study an age-structured model which has strong biological background about mosquito plasticity. Firstly, we prove the existence of solutions and the comparison principle for a generalized system. Then, we prove the…
In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…
We present an open-loop unitary strategy to control the coherence in a pure dephasing model (related to the phase-flip channel) that is able to recover, for whatever prescribed time span, the initial coherence at the end of the control…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
Many optimal control problems exhibit a peculiar behavior that is not completely understood, the Fuller Phenomenon. In a naive way, this phenomenon can be described as the accumulation of discontinuities in the control function. In this…
The theory of controlled mechanical systems of [6, 3, 4] is extended to the case of ideal incompressible fluids consisting of charged particles in the presence of an external magnetic field. The resulting control is of feedback type and…
A new formulation of the particle filter for nonlinear filtering is presented, based on concepts from optimal control, and from the mean-field game theory. The optimal control is chosen so that the posterior distribution of a particle…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
In this paper, a novel design scheme is introduced to solve the optimal control problem for nonlinear systems with unsymmetrical and state-dependent input constraints. By introducing an initial stabilizing control policy as the baseline of…
We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our…
In this paper, we study the optimal filtering problem for a interacting particle system generated by stochastic differential equations with interaction. By using Malliavin calculus, we construct the differential equation of the covariance…
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…
We discuss the optimal Markovian coupling before an exponential time of the Kolmogorov diffusion, and a class of related stochastic control problems in which the aim is to hit the origin before an exponential time. We provide a scaling…