Related papers: Optimal control of diffusion processes pertaining …
This paper is concerned with the partial information optimal control problem of wa controlled forward-backward stochastic differential equation of jump diffusion with correlated noises between the system and the observation. For this type…
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 use optimal control via a distributed exterior field to steer the dynamics of an ensemble of N interacting ferromagnetic particles which are immersed into a heat bath by minimizing a quadratic functional. By using dynamic programing…
The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…
We propose a mathematical spatiotemporal epidemic SICA model with a control strategy. The spatial behavior is modeled by adding a diffusion term with the Laplace operator, which is justified and interpreted both mathematically and…
Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…
Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…
We study a model of a corporation which has the possibility to choose various production/business policies with different expected profits and risks. In the model there are restrictions on the dividend distribution rates as well as…
This paper presents a discrete time probabilistic dynamic for simulating a contact-based epidemic spreading based on discrete time Markov chain process, in particular the attention is addressed to the susceptible-infectious-removed (SIR)…
This paper presents an optimal dynamic control framework for bounded Jacobian nonlinear discrete-time (DT) systems with nonlinear observations affected by both state and process noise. Rather than directly stabilizing the uncertain system,…
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…
In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…
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…
Maximum entropy reinforcement learning (RL) methods have been successfully applied to a range of challenging sequential decision-making and control tasks. However, most of existing techniques are designed for discrete-time systems. As a…
We study an optimal allocation problem for a system of independent Brownian agents whose states evolve under a limited shared control. At each time, a unit of resource can be divided and allocated across components to increase their drifts,…
This paper introduces a new optimal control model to describe and control the dynamics of infectious diseases. In the present model, the average time of isolation (i.e. hospitalization) of infectious population is the main time-dependent…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in the optimal control theory with unbounded control set. We use a new method to construct representations for a wide class of…
We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…
We introduce a regulated stochastic diffusion model for the recycling rate and formulate a joint control problem over production and process innovation via the dynamics of recycling investment and product pricing. The resulting stochastic…
This work proposes an optimal safe controller minimizing an infinite horizon cost functional subject to control barrier functions (CBFs) safety conditions. The constrained optimal control problem is reformulated as a minimization problem of…