Related papers: Optimal control of the stochastic Landau-Lifshitz-…
We consider the stochastic Landau-Lifshitz-Gilbert equation, perturbed by a real-valued Wiener process. We add an external control to the effective field as an attempt to drive the magnetization to a desired state and also to control…
We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…
We study the stochastic Landau-Lifshitz-Bloch equation perturbed by pure jump noise. In order to understand and also control the fluctuations and jumps observed in the hysteresis loop, we add noise and an external control to the effective…
In this study, we investigate the optimal control of the Landau-Lifshitz-Bloch equation within confined domains in $\mathbb R^n$ for $n= 2, 3.$ We establish the existence of strong solutions for dimensions $n=1, 2, 3$ under suitable growth…
The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…
We study an optimal relaxed control problem for a class of semilinear stochastic PDEs on Banach spaces perturbed by multiplicative noise and driven by a cylindrical Wiener process. The state equation is controlled through the nonlinear part…
This paper investigates the time-optimal control problem for the Landau-Lifshitz-Bloch (LLB) equation, a macroscopic model that characterizes magnetization dynamics in ferromagnetic materials across a wide temperature range, including near…
We introduce a vertical type relaxation for optimal control problems which only have $L^1$-coercivity for their controls. Usually such problems feature both concentration and oscillation effects at the same time. We propose relaxing to an…
The optimal control of magnetization dynamics in a ferromagnetic sample at a microscopic scale is studied. The dynamics of this model is governed by the Landau-Lifshitz-Gilbert equation on a two-dimensional bounded domain with the external…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…
We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the…
We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…
We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…
This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…
We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…
An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
This article develops a global existence result for the solution of an optimal control problem associated to the Ginzburg-Landau system. This main result is based on standard tools of analysis and functional analysis, such as the Friedrichs…
This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffusion coefficient. We prove that the relaxed state process,…