Related papers: Vanishing parameter for an optimal control problem…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
We consider a model describing the evolution of a tumor inside a host tissue in terms of the parameters $\varphi_p$, $\varphi_d$ (proliferating and dead cells, respectively), $u$ (cell velocity) and $n$ (nutrient concentration). The…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…
In this article, the feasibility of using optimal control theory will be studied to develop control theoretic methods for personalized treatment of HCV patients. The mathematical model for HCV progression includes compartments for healthy…
We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…
An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…
This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…
In this paper, a tractable methodology is proposed to approximate stochastic optimal feedback treatment in the context of mixed immuno-chemo therapy of cancer. The method uses a fixed-point value iteration that approximately solves a…
In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
In this paper, we consider a chain of distributed systems governed by a degenerate parabolic equation, which satisfies a weak H\"{o}rmander type condition, with a control distributed over an open subdomain. In particular, we consider two…
In this paper, we investigate optimal control problems subject to a semilinear elliptic partial differential equations. The cost functional contains a term that measures the size of the support of the control, which is the so-called…
We consider a parabolic optimal control problem with an initial measure control. The cost functional consists of a tracking term corresponding to the observation of the state at final time. Instead of a regularization term in the cost…
This paper deals with an optimal control problem related to a phase field system of Caginalp type with a dynamic boundary condition for the temperature. The control placed in the dynamic boundary condition acts on a part of the boundary.…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…
We review the optimal control of systems modeling the dynamics of tuberculosis. Time dependent control functions are introduced in the mathematical models, representing strategies for the improvement of the treatment and cure of active…
This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…