Related papers: Two-sided Poisson control of linear diffusions
In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…
Coherent single-electron control in a realistic semiconductor double quantum dot is studied theoretically. Using optimal-control theory we show that the energy spectrum of a two-dimensional double quantum dot has a fully controllable…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
Semilinear parabolic systems with bi-linear nonlinearities cover a lot of applications and their optimal control leads to relatively simple optimality conditions. An example is the incompressible Navier-Stokes system for homogeneous fluids,…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
The paper concerns optimal control of discontinuous differential inclusions of the normal cone type governed by a generalized version of the Moreau sweeping process with control functions acting in both nonconvex moving sets and additive…
We apply an extension of the Pontryagin Maximum Principle to derive time-optimal controls of two-level quantum systems by means of piecewise constant pulses. Global optimal solutions are obtained for state-to-state transfer in the cases…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
This work considers a Poisson noise channel with an amplitude constraint. It is well-known that the capacity-achieving input distribution for this channel is discrete with finitely many points. We sharpen this result by introducing upper…
We consider a two-sided singular stochastic control problem with a risk-sensitive ergodic criterion. In particular, we consider a stochastic system whose uncontrolled dynamics are modelled by a linear diffusion. The control that can be…
We present an asymptotic control theory for a system of an arbitrary number of linear oscillators under a common bounded control. We suggest a design method of a feedback control for this system. By using the DiPerna-Lions theory of…
We investigate the time-optimal solution of the selective control of two uncoupled spin 1/2 particles. Using the Pontryagin Maximum Principle, we derive the global time-optimal pulses for two spins with different offsets. We show that the…
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…
In this paper we explicitly calculate the control sets associated with a linear control system on the two dimensional solvable Lie group. We show that a linear control system of such kind admits exactly one control set or infinite control…
Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of the reward and considering its Riesz representation, we give…
We derive the dual variational principle (principle of minimal complementary energy) for the nonlocal nonlinear scalar diffusion problem, which may be viewed as the nonlocal version of the $p$-Laplacian operator. We establish existence and…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
A transient Poisson-Nernst-Planck system with steric effects is analyzed in a bounded domain with no-flux boundary conditions for the ion concentrations and mixed Dirichlet-Neumann boundary conditions for the electric potential. The steric…
In this paper, we explore the solvability and the optimal control problem for a compartmental model based on reaction-diffusion partial differential equations describing a transmissible disease. The nonlinear model takes into account the…