Related papers: Optimal control of reaction-diffusion systems with…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
In this paper we study optimal control problem for non local Cahn-Hilliard-Brinkman system which models phase separation of binary fluids in porous media. We consider the system in two dimensional bounded domain with regular potential. We…
In this paper we study a distributed optimal control problem for a nonlocal convective Cahn--Hilliard equation with degenerate mobility and singular potential in three dimensions of space. While the cost functional is of standard tracking…
This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the…
This paper is concerned with the problem of enhancing convection-cooling via active control of the incompressible velocity field, described by a stationary diffusion-convection model. This essentially leads to a bilinear optimal control…
We analyse a dynamic control problem for scalar reaction-diffusion equations, focusing on the emulation of pattern formation through the selection of appropriate active controls. While boundary controls alone prove inadequate for…
We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process $X$ relative to a bounded domain. The two problems are in some sense dual,…
In this paper, we study an optimal control problem for a two-dimensional Cahn-Hilliard-Darcy system with mass sources that arises in the modeling of tumor growth. The aim is to monitor the tumor fraction in a finite time interval in such a…
We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…
We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…
In this paper, we aim to explore optimal regional trajectory tracking control problems of the anomalous subdiffusion processes governed by time-fractional diffusion systems under the Neumann boundary conditions. Using eigenvalue theory of…
In this paper, we explore the solvability and the optimal control problem for a compartmental model based on reaction-diffusion partial differential equations describing a transmissible disease. The nonlinear model takes into account the…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…
We design and compute a class of optimal control problems for reaction-diffusion systems. They form mean field control problems related to multi-density reaction-diffusion systems. To solve proposed optimal control problems numerically, we…
We study an optimal distributed control problem associated to a stochastic Cahn-Hilliard equation with a classical double-well potential and Wiener multiplicative noise, where the control is represented by a source-term in the definition of…
We consider an optimal control problem of diffusion equation with missing data governed by the fractional Laplacian with homogeneous Dirichlet boundary conditions on an arbitrary interaction domain disjoint from the domain of the state…