Related papers: Optimal Control of the 2D Evolutionary Navier-Stok…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
This work investigates the existence and uniqueness of the Nash equilibrium (solutions to competitive problems in which individual controls aim at separate desired states) for a bi-objective optimal control problem governed by a fractional…
We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic differential equation (BSDE). A very general maximum…
We consider the Navier-Stokes equation on a two dimensional torus with a random force, white noise in time and analytic in space, for arbitrary Reynolds number $R$. We prove probabilistic estimates for the long time behaviour of the…
In this article we study a system of equations that is known to {\em extend} Navier-Stokes dynamics in a well-posed manner to velocity fields that are not necessarily divergence-free. Our aim is to contribute to an understanding of the role…
We survey results of recent activity towards studying controllability and accessibility issues for equations of dynamics of incompressible fluids controlled by low-dimensional or, degenerate, forcing. New results concerning controllability…
We present a modern stochastic control framework for dynamic optimization of river environment and ecology. We focus on a fisheries problem in Japan, and show several examples of simplified optimal control problems of stochastic…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…
We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…
In this article we study the local stabilization of the non-homogeneous Navier- Stokes equations in a 2d channel around Poiseuille flow. We design a feedback control of the velocity which acts on the inflow boundary of the domain such that…
This work addresses an optimal control problem for a semilinear elliptic equation in two-dimensional space, characterized by an exponential nonlinearity and a singular source term. The source is modeled as a finite linear combination of…
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 the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
In this paper, we study some control problems that derive from time optimal control of coupled spin dynamics in NMR spectroscopy and quantum information and computation. Time optimal control helps to minimize relaxation losses. The ability…
We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…
We consider an optimal control problem for the three-dimensional non-linear Primitive Equations of the ocean in a vertically bounded and horizontally periodic domain. The observation operator maps a solution of the Primitive Equations to…
We are concerned with the simulation and control of a two phase flow model governed by a coupled Cahn-Hilliard Navier-Stokes system involving a nonsmooth energy potential. We establish the existence of optimal solutions and present two…