Related papers: Two-sided Poisson control of linear diffusions
A relationship between two sided discounted singular control problems and Dynkin games is established for real valued L\'evy processes. In addition, the solution of a two-sided ergodic singular control problem is obtained as the limit of…
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…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
This work consists in the asymptotic analysis of the solution of Poisson equation in a bounded domain of $\mathbb{R}^{P}$ $(P=2,3)$ with a thin layer. We use a method based on hierarchical variational equations to derive asymptotic…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
We describe a variational approach to solving optimal stopping problems for diffusion processes, as an alternative to the traditional approach based on the solution of the free-boundary problem. We study smooth pasting conditions from a…
This paper deals with the analysis of the internal control with constraint of positive kind of a parabolic PDE with nonlinear diffusion when the time horizon is large enough. The minimal controllability time will be strictly positive. We…
Traveling localized spots represent an important class of self-organized two-dimensional patterns in reaction-diffusion systems. We study open-loop control intended to guide a stable spot along a desired trajectory with desired velocity.…
Transitions between two lanes often have a significant impact on various forms of road traffic. To address this problem, we have developed a two-lane asymmetric simple exclusion process model and two hypothetical traffic control strategies,…
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…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…
This paper is to investigate the control problem of maximizing the net benefit of a single species while the cost of the resource allocation is minimized in a population model which can be described by a reaction diffusion advection…
We consider a family of controlled reaction-diffusion equations, describing the spatial spreading of an invasive biological species. For a given propagation speed $c\in{I\!\!R}$, we seek a control with minimum cost, which achieves a…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
In this paper, we consider a risk-averse control problem for diffusion processes, in which there is a partition of the admissible control strategy into two decision-making groups (namely, the {\it leader} and {\it follower}) with different…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
This work presents a technique for learning systems, where the learning process is guided by knowledge of the physics of the system. In particular, we solve the problem of the two-point boundary optimal control problem of linear…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…