Related papers: Optimal distributed control of a stochastic Cahn-H…
Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
This paper treats a distributed optimal control problem for a tumor growth model of Cahn-Hilliard type including chemotaxis. The evolution of the tumor fraction is governed by a variational inequality corresponding to a double obstacle…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
In this paper, we consider an optimal bilinear control problem for the nonlinear Schr\"{o}dinger equations with singular potentials. We show well-posedness of the problem and existence of an optimal control. In addition, the first order…
In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
This paper is concerned with the optimal control of hysteresis-reaction-diffusion systems. We study a control problem with two sorts of controls, namely distributed control functions, or controls which act on a part of the boundary of the…
We consider a stochastic system whose uncontrolled state dynamics are modelled by a general one-dimensional It\^{o} diffusion. The control effort that can be applied to this system takes the form that is associated with the so-called…
A distributed optimal control problem for a phase field system which physical context is that of tumor growth is discussed. The system we are going to take into account consists of a Cahn-Hilliard equation for the phase variable (relative…
In this paper, we study a distributed optimal control problem for a diffuse interface model for tumor growth. The model consists of a Cahn-Hilliard type equation for the phase field variable coupled to a reaction diffusion equation for the…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
We address an optimal control problem governed by a system coupling a Brinkman-type momentum equation for the velocity field with a sixth-order Cahn-Hilliard equation for the phase variable, incorporating curvature effects in the free…
In this paper we deal with a doubly nonlinear Cahn-Hilliard system, where both an internal constraint on the time derivative of the concentration and a potential for the concentration are introduced. The definition of the chemical potential…