Related papers: Vanishing viscosity for linear-quadratic mean-fiel…
We derive in a direct and rather straightforward way the null controllability of the N-dimensional heat equation in a bounded cylinder with boundary control at one end of the cylinder. We use the so-called flatness approach, which consists…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multi-dimensional Euclidean space. In this game, the controller affects both the drift and the…
Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…
We develop a variational approach to the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations. Under mild assumptions, we introduce viscosity Mather measures for such partial differential…
We consider a jump-diffusion mean field control problem with regime switching in the state dynamics. The corresponding value function is characterized as the unique viscosity solution of a HJB master equation on the space of probability…
In this paper, we study the social optimality for mean field linear quadratic control systems following the direct approach, where subsystems are coupled via individual dynamics and costs according to a network topology. A graph is…
This paper is concerned with a general linear quadratic (LQ) control problem of mean-field backward stochastic differential equation (BSDE). Here, the weighting matrices in the cost functional are allowed to be indefinite. Necessary and…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
The objective of this paper is twofold. First, we show the existence of global classical solutions to the degenerate inviscid lake equations. This result is achieved after revising the elliptic regularity for a degenerate equation on the…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…
Motivated by numerical challenges in first-order mean field games (MFGs) and the weak noise theory for the Kardar-Parisi-Zhang equation, we consider the problem of vanishing viscosity approximations for MFGs. We provide the first results on…
We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unbounded and there are also presence of cross terms in the…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
This note proposes a general control approach, called vector-field guided constraint-following control, to solve the dynamics control problem of geometric path-following for a class of uncertain mechanical systems. More specifically, it…
We design and compute a class of optimal control problems for reaction-diffusion systems. They form mean field control problems related to multi-density reaction-diffusion systems. To solve proposed optimal control problems numerically, we…
In the dynamics of viscous fluid, the case of vanishing kinematic viscosity is actually equivalent to the Reynolds number tending to infinity. Hence, in the limit of vanishing viscosity the fluid flow is essentially turbulent. On the other…
We consider a controlled state equation of parabolic type on the halfline $(0,+\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon…