Related papers: An Optimal Control Problem for the Navier--Stokes …
This is the first of two papers concerning the asymptotic behavior of the incompressible Navier-Stokes equations in a half-space at high Reynolds numbers, with initial data given by a point vortex. In the present work, we establish the…
This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…
This paper concerns an optimal control problem $(P)$ related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem $(P_S)$ for a McKean-Vlasov equation. The existence of an optimal…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
In this article, we study the boundary null-controllability properties of the one-dimensional linearized (around $(Q_0,V_0)$ with constants $Q_0>0, V_0>0$) compressible Navier-Stokes equations in the interval $(0,1)$ when a control function…
We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…
A three-dimensional chemotaxis-Navier-Stokes system is considered. It is known that for all suitably regular initial data, a corresponding initial-boundary value problem admits at least one global weak solution which can be obtained as the…
- We discuss the approximation of distributed null controls for partial differential equations. The main purpose is to determine an approximation of controls that drives the solution from a prescribed initial state at the initial time to…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
We investigate optimal control problems governed by the elliptic partial differential equation $-\Delta u=f$ subject to Dirichlet boundary conditions on a given domain $\Omega$. The control variable in this setting is the right-hand side…
This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…
In this paper, we prove the necessary and sufficient maximum principles (NSMPs in short) for the optimal control of systems described by a quasilinear stochastic heat equation within convex control domains, which all the coefficients…
In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…
The convective Brinkman-Forchheimer (CBF) equations describe the motion of incompressible viscous fluid through a rigid, homogeneous, isotropic, porous medium. In this work, we consider some distributed optimal control problems like total…
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…
In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
We study the two-dimensional stationary Navier-Stokes equations describing the flows around a rotating obstacle. The unique existence of solutions and their asymptotic behavior at spatial infinity are established when the rotation speed of…
This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…
In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…