Related papers: Controlled Interacting Branching Diffusion Process…
The paper is a full version of the short presentation in \cite{amv17}. Ergodic control for one-dimensional controlled diffusion is tackled; both drift and diffusion coefficients may depend on a strategy which is assumed markovian. Ergodic…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
This paper studies regularity property of the value function for an infinite-horizon discounted cost impulse control problem, where the underlying controlled process is a multidimensional jump diffusion with possibly `infinite-activity'…
We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…
In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…
A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…
A theoretical model of systemic-risk propagation of financial market is analyzed for stability. The state equation is an unsteady diffusion equation with a nonlinear logistic growth term, where the diffusion process captures the spread of…
We consider a controlled reaction-diffusion equation, motivated by a pest eradication problem. Our goal is to derive a simpler model, describing the controlled evolution of a contaminated set. In this direction, the first part of the paper…
This paper addresses the problem of voltage regulation in power distribution networks with deep-penetration of distributed energy resources, e.g., renewable-based generation, and storage-capable loads such as plug-in hybrid electric…
We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that…
In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the diffusion coefficients depend on control, the control set…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
We present the hybridization of flux reconstruction methods for advection-diffusion problems. Hybridization introduces a new variable into the problem so that it can be reduced via static condensation. This allows the solution of implicit…
Controllable diffusion generation often relies on various heuristics that are seemingly disconnected without a unified understanding. We bridge this gap with Diffusion Controller (DiffCon), a unified control-theoretic view that casts…
We investigate an optimal control problem which arises in the optimization of an amplification technique for misfolded proteins. The improvement of this technique may play a role in the detection of prion diseases. The model consists in a…
We formulate the immersed-boundary method (IBM) as an inverse problem. A control variable is introduced on the boundary of a larger domain that encompasses the target domain. The optimal control is the one that minimizes the mismatch…
This paper studies a class of mean-field control (MFC) problems with singular controls under general dynamic state-control-law constraints. We first propose a customized relaxed control formulation to cope with the dynamic mixed constraints…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
We propose and analyze a new class of controlled multi-type branching processes with a per-step linear resource constraint, motivated by potential applications in viral marketing and cancer treatment. We show that the optimal exponential…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…