Related papers: Optimal time delays in a class of reaction-diffusi…
Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…
We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…
This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
Transport phenomena play a vital role in various fields of science and engineering. In this work, exact solutions are derived for advection equations with integer- and fractional-order time derivatives and a constant time-delay in the…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
Optimal observables are known to lead to minimal statistical errors on parameters for a given normalised event distribution of a physics reaction. Thereby all statistical correlations are taken into account. Therefore, on the one hand they…
According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a…
Time delays are ubiquitous in industry, and they must be accounted for when designing control strategies. However, numerical optimal control (NOC) of delay differential equations (DDEs) is challenging because it requires specialized…
We study the existence of a periodic solution for a differential equation with distributed delay. It is shown that, for a class of distributed delay diferential quations, a symmetric period 2 solution, where the period is twice the maximum…
We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…
This paper investigates a new class of equations called measure functional differential equations with state-dependent delays. We establish the existence and uniqueness of solutions and present a discussion concerning the appropriate phase…
In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for 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…
We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…