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We study a simple singular control problem for a Brownian motion with constant drift and variance reflected at the origin. Exerting control pushes the process towards the origin and generates a concave increasing state-dependent yield which…

Probability · Mathematics 2024-08-30 Adam Jonsson

In this paper we introduce the optimal control of a kinetic model describing agents who migrate on a graph and interact within its nodes exchanging a physical quantity. As a prototype model, we consider the spread of an infectious disease…

Optimization and Control · Mathematics 2026-01-15 Jonathan Franceschi , Nadia Loy

In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…

Optimization and Control · Mathematics 2021-09-29 Luka Grubišić , Martin Lazar , Ivica Nakić , Martin Tautenhahn

Transferring the state of a quantum system to a given distribution of populations is an important problem with applications to Quantum Chemistry and Atomic Physics. In this work we consider exact population transfers that minimize the L^2…

Quantum Physics · Physics 2007-05-23 Symeon Grivopoulos , Bassam Bamieh

This papers shows the convergence of optimal control problems where the constraint function is discretised by a particle method. In particular, we investigate the viscous Burgers equation in the whole space $\mathbb R$ by using…

Optimization and Control · Mathematics 2013-10-01 Jan Marburger , Rene Pinnau

In this paper, a distributed optimal control problem is studied for a diffuse interface model of tumor growth which was proposed in [A. Hawkins-Daruud, K.G. van der Zee, J.T. Oden, Numerical simulation of a thermodynamically consistent…

Analysis of PDEs · Mathematics 2018-09-10 Pierluigi Colli , Gianni Gilardi , Elisabetta Rocca , Jürgen Sprekels

Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dimensional diffusion process. The control is given by a…

Optimization and Control · Mathematics 2022-03-01 Khwanchai Kunwai , Fubao Xi , George Yin , Chao Zhu

A model for the development of turbulent shear flows, created by non-uniform parallel flows in a confining channel, is used to identify the diffuser shape that maximises pressure recovery when the inflow is non-uniform. Wide diffuser angles…

Fluid Dynamics · Physics 2018-04-09 GP Benham , IJ Hewitt , CP Please , P Bird

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…

Mathematical Physics · Physics 2014-10-08 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Reaction-diffusion equations describe various spatially extended processes that unfold as traveling fronts moving at constant velocity. We introduce and solve analytically a model that, besides such fronts, supports solutions advancing as…

Biological Physics · Physics 2026-02-13 Louis Brezin , Kyle J. Shaffer , Kirill S. Korolev

During the last decades, the global prevalence of dengue progressed dramatically. It is a disease which is now endemic in more than one hundred countries of Africa, America, Asia and the Western Pacific. This study addresses a mathematical…

We discuss the optimal Markovian coupling before an exponential time of the Kolmogorov diffusion, and a class of related stochastic control problems in which the aim is to hit the origin before an exponential time. We provide a scaling…

Probability · Mathematics 2007-05-23 Kalvis M. Jansons , Paul D. Metcalfe

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…

Dynamical Systems · Mathematics 2022-01-05 Anton S. Zadorin

We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…

Probability · Mathematics 2013-06-20 V. I. Arkin , A. D. Slastnikov

We study the optimal control problem of a free boundary PDE model describing the growth of multilayered tumor tissue in vitro. We seek the optimal amount of tumor growth inhibitor that simultaneously minimizes the thickness of the tumor…

Analysis of PDEs · Mathematics 2024-10-21 Xinyue Evelyn Zhao , Yixiang Wu , Rachel Leander , Wandi Ding , Suzanne Lenhart

We develop a mathematical model for sailboat navigation that can play the same role that the Black and Scholes model plays in mathematical finance: it captures essential features of sailboat navigation, it can provide insights that might…

Optimization and Control · Mathematics 2025-12-25 Carlo Ciccarella , Robert C. Dalang , Laura Vinckenbosch

The paper proposes a general framework to analyze control problems for conservation law models on a network. Namely we consider a general class of junction distribution controls and inflow controls and we establish the compactness in $L^1$…

Analysis of PDEs · Mathematics 2018-07-24 Fabio Ancona , Annalisa Cesaroni , Giuseppe Maria Coclite , Mauro Garavello