Related papers: A posteriori error analysis for a distributed opti…
Aiming for more realistic optimal dividend policies, we consider a stochastic control problem with linearly bounded control rates using a performance function given by the expected present value of dividend payments made up to ruin. In a…
Finite element approximations of Dirichlet boundary control problems governed by parabolic PDEs on convex polygonal domains are studied in this paper. The existence of a unique solution to optimal control problems is guaranteed based on…
This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two-dimensional bounded, convex, polygonal domain. It…
This paper focusses on the von K\'{a}rm\'{a}n equations for the moderately large deformation of a very thin plate with the convex obstacle constraint leading to a coupled system of semilinear fourth-order obstacle problem and motivates its…
This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…
In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…
We derive error estimates for a linear-quadratic elliptic distributed optimal control problem with pointwise control constraints that can be applied to standard finite element methods and multiscale finite element methods.
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…
This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…
This work investigates the optimal control of the variable-exponent subdiffusion, which extends the work [Gunzburger and Wang, {\it SIAM J. Control Optim.} 2019] to the variable-exponent case to account for the multiscale and crossover…
We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
The adaptive nonconforming Morley finite element method (FEM) approximates a regular solution to the von K\'{a}rm\'{a}n equations with optimal convergence rates for sufficiently fine triangulations and small bulk parameter in the D\"orfler…
We study an optimal distributed control problem associated to a stochastic Cahn-Hilliard equation with a classical double-well potential and Wiener multiplicative noise, where the control is represented by a source-term in the definition of…
This work is concerned with the derivation of a robust a posteriori error estimator for a discontinuous Galerkin method discretisation of linear non-stationary convection-diffusion initial/boundary value problems and with the implementation…
We present an a posteriori error analysis for one-dimensional random hyperbolic systems of conservation laws. For the discretization of the random space we consider the Non-Intrusive Spectral Projection method, the spatio-temporal…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…