Related papers: Uniform Turnpike Property and Singular Limits
We consider a vibrating string that is fixed at one end with Neumann control action at the other end. We investigate the optimal control problem of steering this system from given initial data to rest, in time T , by minimizing an objective…
We show how to specify preferred parameterisations on a homogeneous curve in an arbitrary homogeneous space. We apply these results to limit the natural parameters on distinguished curves in parabolic geometries.
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…
The null controllability of the heat equation is known for decades [19,23,30]. The finite time stabilizability of the one dimensional heat equation was proved by Coron--Nguy\^en [13], while the same question for high dimensional spaces…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…
This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…
In this manuscript, we study the turnpike property in stochastic discrete-time optimal control problems for interacting agents. Extending previous deterministic results, we show that the turnpike effect persists in the presence of noise…
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our…
We study the 6-vertex model with fixed boundary conditions. In the thermodynamical limit there is a formation of the limit shape. We collect most of the known results about the analytical properties of the free energy of the model as the…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
We consider a constrained eigenvalue optimization problem that arises in an important nonlinear dynamical model for mRNA translation in the cell. We prove that the ordered list of optimal parameters admits a turnpike property, namely, it…
We introduce "local uncertainty relations" in thermal many body systems. Using these relations, we derive basic bounds. These results include the demonstration of universal non-relativistic speed limits (regardless of interaction range),…
This paper defines a parabolic frequency for solutions of the heat equation on a Ricci flow and proves it's monotonicity along the flow. Frequency monotonicity is known to have many useful consequences; here it is shown to provide a simple…
In this paper, we prove boundary pointwise $C^{k,\alpha}$ regularity for any $k\geq 1$ for fully nonlinear parabolic equations. As an application, we give a direct and short proof of the higher regularity of the free boundaries in…
This article considers nonlocal heat flows into a singular target space. The problem is the parabolic analogue of a stationary problem that arises as the limit of a singularly perturbed elliptic system. It also provides a gradient flow…
We prove existence of strong solutions to a family of some semilinear parabolic free boundary problems by means of elliptic regularization. Existence of solutions is obtained in two steps: we first show some uniform energy estimates and…
We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
We investigate variational problems in quantum thermodynamics at positive temperature, in which admissible states are constrained by prescribed outcomes of a finite set of measurements. We solve a problem raised by the recent work [Liu,…