Related papers: Optimal resource control in reaction diffusion adv…
We propose and analyze a new class of controlled multi-type branching processes with a per-step linear resource constraint, motivated by potential applications in viral marketing and cancer treatment. We show that the optimal exponential…
We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…
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…
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 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 apply optimal control theory to a tuberculosis model given by a system of ordinary differential equations. Optimal control strategies are proposed to minimize the cost of interventions, considering reinfection and post-exposure…
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…
Diffusion-based planning, learning, and control methods present a promising branch of powerful and expressive decision-making solutions. Given the growing interest, such methods have undergone numerous refinements over the past years.…
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…
This paper considers the optimal boundary control of chemical systems described by advection-diffusion-reaction (ADR) equations. We use a discontinuous Galerkin finite element method (DG-FEM) for the spatial discretization of the governing…
In this article we study an optimal stopping/optimal control problem which models the decision facing a risk-averse agent over when to sell an asset. The market is incomplete so that the asset exposure cannot be hedged. In addition to the…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…
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 consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
This work addresses an optimal control problem on a dynamics governed by a nonlinear differential equation with a bistable time-periodic nonlinearity. This problem, relevant in population dynamics, models the strategy of replacing a…
A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…
In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…
Understanding the complex patterns in space-time exhibited by active systems has been the subject of much interest in recent times. Complementing this forward problem is the inverse problem of controlling active matter. Here we use optimal…
In this paper we consider an optimal control problem for a large population of interacting agents with deterministic dynamics, aggregating potential and constraints on reciprocal distances, in dimension 1. We study existence and qualitative…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…