Related papers: Optimal control of reaction-diffusion systems with…
This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
This paper is concerned with cost optimization of an insurance company. The surplus of the insurance company is modeled by a controlled regime switching diffusion, where the regime switching mechanism provides the fluctuations of the random…
This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as a (stochastic) control on the size of the population. The…
Dynamic flux balance analysis of a bioreactor is based on the coupling between a dynamic problem, which models the evolution of biomass, feeding substrates and metabolites, and a linear program, which encodes the metabolic activity inside…
We investigate several control strategies for the transport of an excitation along a spin chain. We demonstrate that fast, high fidelity transport can be achieved using protocols designed with differentiable programming. Building on this,…
We study complex systems arising, in particular, in population dynamics, developmental biology, and bacterial metabolic processes, in which each individual element obeys a relatively simple hysteresis law (a non-ideal relay). Assuming that…
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…
This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
We investigate the controllability of some kinds of driftless affine systems where hysteresis effects are taken into account, both in the realization of the control and in the state evolution. In particular we consider two cases: the one…
Inference-time controllable generation is essential for real-world applications of unconditional diffusion models. However, most existing techniques focus on individual samples, struggling in applications that require the sample population…
This paper describes an optimization framework to control a distributed parameter system (DPS) using a team of mobile actuators. The framework simultaneously seeks optimal control of the DPS and optimal guidance of the mobile actuators such…
We consider a heat conduction problem $S$ with mixed boundary conditions in a n-dimensional domain $\Omega$ with regular boundary $\Gamma$ and a family of problems $S_{\alpha}$, where the parameter $\alpha>0$ is the heat transfer…
The two contributions of this paper are as follows. The first is the solution of an infinite dimensional, boundary controlled Linear Quadratic Regulator by the simple and constructive method of completing the square. The second contribution…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
We survey recent results on reaction-diffusion equations with discontinuous hysteretic nonlinearities. We connect these equations with free boundary problems and introduce a related notion of spatial transversality for initial data and…
This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…
We consider optimal control problems for diffusion processes, where the objective functional is defined by a time-consistent dynamic risk measure. We focus on coherent risk measures defined by $g$-evaluations. For such problems, we…