Related papers: A free boundary problem arising from a multi-state…
We present a finite element method along with its analysis for the optimal control of a model free boundary problem with surface tension effects, formulated and studied in \cite{HAntil_RHNochetto_PSodre_2014a}. The state system couples the…
We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…
We study the Monopolist's problem with a focus on the free boundary separating bunched from unbunched consumers, especially in the plane, and give a full description of its solution for the family of square domains $\{(a,a+1)^2\}_{a \ge…
This paper is devoted to a complete characterization of the free boundary of all solutions to the following spectral $k$-partition problem with measure and inclusion constraints: \[ \inf \left\{\sum_{i=1}^k \lambda_1(\omega_i)\; : \;…
In this paper we study a free boundary problem for a ratio-dependent predator-prey system in one space dimension, with the free boundary only caused by the prey. The long time behaviors of solution are discussed. Then we establish a…
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…
This paper studies the problem of optimal switching for one-dimensional diffusion, which may be regarded as sequential optimal stopping problem with changes of regimes. The resulting dynamic programming principle leads to a system of…
Recent work by Serfaty and Serra give a formula for the velocity of the free boundary of the obstacle problem at regular points [Serfaty-Serra 2018], and much older work by King, Lacey, and Vazquez gives an example of a singular free…
In this paper a strongly degenerate parabolic equation derived from a density dependent particle flow model is studied. Furthermore, a free boundary problem and its connection to the strongly degenerate parabolic equation is investigated.…
We study a free boundary problem modelling the growth of non-necrotic tumors with fluid-like tissues. The fluid velocity satisfies Stokes equations with a source determined by the proliferation rate of tumor cells which depends on the…
In an earlier paper (https://doi.org/10.1137/21M1393315), the Switch Point Algorithm was developed for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a…
In this work, we show how to obtain a free boundary problem as the limit of a fully non linear elliptic system of equations that models population segregation (Gause-Lotka-Volterra type). We study the regularity of the solutions. In…
In this paper, we propose a novel free boundary problem to model the movement of single species with a range boundary. The spatial movement and birth/death processes of the species found within the range boundary are assumed to be governed…
We investigate a class of free boundary problems with oscillatory singularities within stochastic materials. Our main result yields sharp regularity estimates along the free boundary, provided the power of the singularity varies in a…
We study the Stokes problem in a bounded planar domain $\Omega$ with a friction type boundary condition that switches between a slip and no-slip stage. Unlike our previous work [6], in the present paper the threshold value may depend on the…
We discuss some recent developments in the theory of free boundary problems, as obtained in a series of papers in collaboration with L. Caffarelli, A. Karakhanyan and O. Savin. The main feature of these new free boundary problems is that…
This work addresses a switching control problem under which the cost associated with the changes of regimes is allowed to have discontinuities in time. Our main contribution is to show several characterizations of the optimal cost function…
In the present paper we deal with an optimal control problem related to a model in population dynamics; more precisely, the goal is to modify the behavior of a given density of individuals via another population of agents interacting with…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…