Related papers: Vanishing viscosity for linear-quadratic mean-fiel…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
We investigate a distributed optimal control problem for the viscous Camassa--Holm equations with sparse controls and a general cost functional. Considering three different forms of sparsity-promoting terms, we prove the existence of…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
We analyze an optimal control problem governed by a rate-independent system in an abstract infinite-dimensional setting. The rate-independent system is characterized by a nonconvex stored energy functional, which depends on time via a…
This paper studies a {\it reversible} investment problem where a social planner aims to control its capacity production in order to fit optimally the random demand of a good. Our model allows for general diffusion dynamics on the demand as…
The aim of this paper is to compare two different approaches for regional control problems: the first one is the classical approach, using a standard notion of viscosity solutions, which is developed in a series of works by the three first…
We consider an initial boundary problem for the planar MHD system under the general condition on the heat conductivity $\kappa$ that may depend on both the density $\rho$ and the temperature $\theta$ satisfying…
We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…
We develop a robust linear-quadratic mean-field control framework for systemic risk under model uncertainty, in which a central bank jointly optimizes interest rate policy and supervisory monitoring intensity against adversarial…
In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous mean-field interactions. Firstly, we introduce a novel…
For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there…
We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type,…
The problem of damping a system of linear oscillators is considered. The problem is solved by using a control in the form of dry friction. The motion of the system under the control is governed by a system of differential equations with…
This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficients. The optimality system, which is a linear mean-field…
In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…
This article is the third one in a series of papers by the authors on vanishing-viscosity solutions to rate-independent damage systems. While in the first two papers [KRZ13, KRZ15] the assumptions on the spatial domain $\Omega$ were kept as…
In this paper we study the quasi-static problem for a viscoelastic fluid by means of the concept of minimal state. This implies the use of a different free energy defined in a wider space of data. The existence and uniqueness is proved in…