Related papers: On the regularity of optimal potentials in control…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…
In this paper, optimal time control problems and optimal target control problems are studied for the approximately null-controllable heat equations. Compared with the existed results on these problems, the boundary of control variables are…
We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…
We consider a class of (ill-posed) optimal control problems in which a distributed vector-valued control is enforced to pointwise take values in a finite set $\mathcal{M}\subset\mathbb{R}^m$. After convex relaxation, one obtains a…
Nonsmooth composite optimization problems under uncertainty are prevalent in various scientific and engineering applications. We consider risk-neutral composite optimal control problems, where the objective function is the sum of a…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this work, we study the steady-state (or periodic) exponential turnpike property of optimal control problems in Hilbert spaces. The turnpike property, which is essentially due to the hyperbolic feature of the Hamiltonian system resulting…
We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…
We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…
We consider optimal control problems of elliptic PDEs on hypersurfaces in 2- or 3-dimensional Euclidean space. The leading part of the PDE is given by the Laplace-Beltrami operator, which is discretized by finite elements on a polyhedral…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
Enlightened from the inverse consideration of the stable continuous-time dynamics evolution, the Variation Evolving Method (VEM) analogizes the optimal solution to the equilibrium point of an infinite-dimensional dynamic system and solves…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
Motivated by various applications, this article develops the notion of boundary control for Maxwell's equations in the frequency domain. Surface curl is shown to be the appropriate regularization in order for the optimal control problem to…
In this paper we study a distributed optimal control problem for a nonlocal convective Cahn--Hilliard equation with degenerate mobility and singular potential in three dimensions of space. While the cost functional is of standard tracking…
Optimal control problems without control costs in general do not possess solutions due to the lack of coercivity. However, unilateral constraints together with the assumption of existence of strictly positive solutions of a pre-adjoint…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…