Related papers: Two-sided Poisson control of linear diffusions

We investigate how to control optimally a traffic flow through a junction on the line by acting only on speed reduction or traffic light at the junction. We show the existence of an optimal control and, under structure assumptions, provide…

It is an experimental design problem in which there are two Poisson sources with two possible and known rates, and one counter. Through a switch, the counter can observe the sources individually or the counts can be combined so that the…

We prove two duality descriptions of the value function for a generic stochastic optimal problem. These descriptions also hold when the diffusion is controlled, a case left open by the literature so far.

We consider an optimal control problem where the state is governed by a free boundary problem called the two-phase membrane problem and the control appears in the coefficients of the characteristic function of the positivity and negativity…

We introduce a class of distributed control policies for networks of discrete-time linear systems with polytopic additive disturbances. The objective is to restrict the network-level state and controls to user-specified polyhedral sets for…

We study the control of coherent light propagation through multiple-scattering media in the presence of measurement noise. In our experiments, we use a two-step optimization procedure to find the optimal incident wavefront. We conclude that…

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

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…

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

We consider a steady-state heat conduction problem in a multidimensional bounded domain Omega for the Poisson equation with constant internal energy g and mixed boundary conditions given by a constant temperature b in the portion Gamma_1 of…

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…

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…

We study singular stochastic control of a two dimensional stochastic differential equation, where the first component is linear with random and unbounded coefficients. We derive existence of an optimal relaxed control and necessary…

Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).

In this paper, we deal with the containment control problem in presence of antagonistic interactions. In particular, we focus on the cases in which it is not possible to contain the entire network due to a constrained number of control…

We study the ergodic control problem for a class of controlled jump diffusions driven by a compound Poisson process. This extends the results of [SIAM J. Control Optim. 57 (2019), no. 2, 1516-1540] to running costs that are not…

Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…

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 controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…