Related papers: Optimal control of reaction-diffusion systems with…
We study an optimal boundary control problem for the two-dimensional stationary micropolar fluids system with variable density. We control the system by considering boundary controls, for the velocity vector and angular velocity of rotation…
In this paper, the authors study the distributed optimal control of a system of three evolutionary equations involving fractional powers of three selfadjoint, monotone, unbounded linear operators having compact resolvents. The system is a…
This work deals with the position control of selected patterns in reaction-diffusion systems. Exemplarily, the Schl\"{o}gl and FitzHugh-Nagumo model are discussed using three different approaches. First, an analytical solution is proposed.…
We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type, which is overly sensitive to errors. A remedy is to allow…
We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…
We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…
This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
We investigate an optimal control problem for a diffusion whose drift and running cost are merely measurable in the state variable. Such low regularity rules out the use of Pontryagin's maximum principle and also invalidates the standard…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…
We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…
In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to…
We consider a family of controlled reaction-diffusion equations, describing the spatial spreading of an invasive biological species. For a given propagation speed $c\in{I\!\!R}$, we seek a control with minimum cost, which achieves a…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
We study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at jump times of independent Poisson process. Under relatively weak…
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong to an ambiguity set consisting of all distributions whose…
This paper addresses the distributed optimal frequency control of power systems considering a network-preserving model with nonlinear power flows and excitation voltage dynamics. Salient features of the proposed distributed control strategy…
We are concerned with the optimal control problem of the well known nonlocal thermistor problem, i.e., in studying the heat transfer in the resistor device whose electrical conductivity is strongly dependent on the temperature. Existence of…
The optimal controller design problem for a linear, first-order spatially-invariant distributed parameter system is considered. Through a case study of the Linear Quadratic Regulator (LQR) problem for the diffusion equation over the torus,…