Related papers: Asymptotics for optimal controls for horizontal me…
This paper considers an optimal control problem for a linear mean-field stochastic differential equation having regime switching with quadratic functional in the large time horizons. Our main contribution lies in establishing the strong…
Let $M$ be a K\"ahler-Einstein surface with positive scalar curvature. If the initial surface is sufficiently close to a holomorphic curve, we show that the mean curvature flow has a global solution and it converges to a holomorphic curve.
We consider a family of nonlocal curvatures determined through a kernel which is symmetric and bounded from above by a radial and radially non-increasing profile satisfying an integrability condition. It turns out that such definition…
We prove the existence of solutions to the asymptotic Plateau problem for hypersurfaces of prescribed mean curvature in Cartan-Hadamard manifolds $N$. More precisely, given a suitable subset $L$ of the asymptotic boundary of $N$ and a…
We consider optimal control problems governed by systems describing the unsteady flows of an incompressible second grade fluid with Navier-slip boundary conditions. We prove the existence of an optimal solution and derive the corresponding…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
Over a bounded strictly convex domain in $\mathbb{R}^n$ with smooth boundary, we establish a priori gradient estimate for an anisotropic mean curvature flow with prescribed contact angle and Neumann boundary conditions. The estimates…
We study the prescribed mean curvature equation for $t$-graphs in a Riemannian Heisenberg group of arbitrary dimension. We characterize the existence of classical solutions in a bounded domain without imposing Dirichlet boundary data, and…
Traveling localized spots represent an important class of self-organized two-dimensional patterns in reaction-diffusion systems. We study open-loop control intended to guide a stable spot along a desired trajectory with desired velocity.…
We consider the evolution of fronts by mean curvature in the presence of obstacles. We construct a weak solution to the flow by means of a variational method, corresponding to an implicit time-discretization scheme. Assuming the regularity…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we…
Optimal control problems with symmetries often admit a non stationary turnpike property called trim turnpike, which characterizes the convergence of optimal solutions to certain symmetry induced trajectories called trim primitives. In this…
In many problems in optimal control, one seeks to minimise an objective function subject to constraints on the velocity of the system. Imposing these constraints directly -- the ``hard-constrained'' approach -- is often analytically and…
We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and can also remove particles at any time by paying a penalty. In…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
We provide explicit examples which show that mean convexity (i.e. positivity of the mean curvature) and positivity of the scalar curvature are non-preserved curvature conditions for hypersurfaces of the Euclidean space evolving under either…
Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…