Related papers: Vanishing viscosity for linear-quadratic mean-fiel…
The finite horizon $H_2/H_\infty$ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, we derive a mean-field stochastic bounded real lemma (SBRL). Secondly, a sufficient condition for the…
We formulate and solve an optimal control problem with cooperative, mean-field coupled linear-quadratic subsystems and additional risk-aware costs depending on the covariance and skew of the disturbance. This problem quantifies the…
In this article, we study the existence of insensitizing controls for a nonlinear reaction-diffusion equation with dynamic boundary conditions. Here, we have a partially unknown data of the system, and the problem consists in finding…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…
This paper investigates a conditional mean-field type linear quadratic (LQ) optimal control problem with partial observation and regime switching, where the conditional expectations of the state and control given the history of Markov chain…
This paper studies an infinite time horizon LQR optimal control problem for a system describing, within a linear approximation, the vertical oscillations of a floating solid, coupled to the motion of the free boundary fluid on which it…
We consider initial boundary-value problems for nonlinear systems of conservation laws in one space variable. It is known that in general different viscous mechanisms yield different solutions in the zero-viscosity limit. Here we focus on…
Consider the dynamics of a layer of viscous incompressible fluid under the influence of gravity. The upper boundary is a free boundary with the effect of surface tension taken into account, and the lower boundary is a fixed boundary on…
Although the mean-variance control was initially formulated for financial portfolio management problems in which one wants to maximize expected return and control the risk, our motivations also stem from highway vehicle platoon controls…
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…
In this paper, the open-loop, closed-loop, and weak closed-loop solvability for discrete-time linear-quadratic (LQ) control problem is considered due to the fact that it is always open-loop optimal solvable if the LQ control problem is…
We consider the application of the theory of vibrational control to H_infinity-problems. We study the possibility of introduction of high-frequency parametric vibrations in order to decrease the minimal attainable value of the…
In this paper we study a distributed control problem for a phase-field system of conserved type with a possibly singular potential. We mainly handle two cases: the case of a viscous Cahn-Hilliard type dynamics for the phase variable in case…
This paper is concerned with an optimal control problem for a mean-field linear stochastic differential equation with a quadratic functional in the infinite time horizon. Under suitable conditions, including the stabilizability, the…
This paper concerns a continuous time mean-variance (MV) portfolio selection problem in a jump-diffusion financial model with no-shorting trading constraint. The problem is reduced to two subproblems: solving a stochastic linear-quadratic…
The purpose of this paper is to review and highlight some connections between the problem of nonlinear smoothing and optimal control of the Liouville equation. The latter has been an active area of recent research interest owing to work in…
We consider team optimal control of decentralized systems with linear dynamics, quadratic costs, and arbitrary disturbance that consist of multiple sub-populations with exchangeable agents (i.e., exchanging two agents within the same…
In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…
A distributed optimal control problem for a phase field system which physical context is that of tumor growth is discussed. The system we are going to take into account consists of a Cahn-Hilliard equation for the phase variable (relative…
The focus of this paper is on the analysis of the boundary layer and the associated vanishing viscosity limit for two classes of flows with symmetry, namely, Plane-Parallel Channel Flows and Parallel Pipe Flows. We construct explicit…