Related papers: Asymptotics for optimal controls for horizontal me…
This paper study a type of fully coupled mean-field forward-backward stochastic differential equations with jumps under the monotonicity condition, including the existence and the uniqueness of the solution of our equation as well as the…
In this expository note we discuss our recent work [arXiv:1306.5028] on the nonlinear asymptotic stability of shear flows in the 2D Euler equations of ideal, incompressible flow. In that work it is proved that perturbations to the Couette…
We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…
We consider De Finetti's control problem for absolutely continuous strategies with control rates bounded by a concave function and prove that a generalized mean-reverting strategy is optimal. In order to solve this problem, we need to deal…
Exact solutions of a classical problem of a plane unsteady potential flow of an ideal incompressible fluid with a free boundary are presented. The fluid occupies a semi-infinite strip bounded by the free surface (from above) and (from the…
Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with…
As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…
We study the asymptotic behavior of solutions of the two dimensional incompressible Euler equations in the exterior of a curve when the curve shrinks to a point. This work links two previous results: [Iftimie, Lopes Filho and Nussenzveig…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…
We study a non-local hydrodynamic system with control. First we characterize the control dynamics as a sub-optimal approximation to the optimal control problem constrained to the evolution of the pressureless Euler alignment system. We then…
A general purely crystalline mean curvature flow equation with a nonuniform driving force term is considered. The unique existence of a level set flow is established when the driving force term is continuous and spatially Lipschitz…
This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…
We study the compact noncollapsed ancient convex solutions to Mean Curvature Flow in $\mathbb{R}^{n+1}$ with $O(1)\times O(n)$ symmetry. We show they all have unique asymptotics as $t\to -\infty$ and we give precise asymptotic description…
We prove the convergence of the fixed-point (also called thresholding) algorithm in three optimal control problems under large volume constraints. This algorithm was introduced by C\'ea, Gioan and Michel, and is of constant use in the…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
State-of-the-art approaches to optimal control use smooth approximations of value and policy functions and gradient-based algorithms for improving approximator parameters. Unfortunately, we show that value and policy functions that arise in…
Motivated by questions in detecting minimal surfaces in hyperbolic manifolds, we study the behavior of geometric flows in complete hyperbolic three-manifolds. In most cases the flows develop singularities in finite time. In this paper, we…
We prove that viscosity solutions of geometric equations in step two Carnot groups can be equivalently reformulated by restricting the set of test functions at the singular points. These are characteristic points for the level sets of the…