English
Related papers

Related papers: Optimal Boundary Control for the Stochastic Allen-…

200 papers

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…

Analysis of PDEs · Mathematics 2021-01-20 Pierluigi Colli , Andrea Signori

We consider a velocity tracking problem for the Navier-Stokes equations in a 2D-bounded domain. The control acts on the boundary through a injection-suction device and the flow is allowed to slip against the surface wall. We study the…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai V. Chemetov , Fernanda Cipriano

We consider the incompressible and stationary Stokes equations on an infinite two-dimensional wedge with non-scaling invariant Navier-slip boundary conditions. We prove well-posedness and higher regularity of the Stokes problem in a certain…

Analysis of PDEs · Mathematics 2024-07-23 Marco Bravin , Manuel V. Gnann , Hans Knüpfer , Nader Masmoudi , Floris B. Roodenburg , Jonas Sauer

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…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

In this paper, we study an optimal boundary control problem for a model for phase separation taking place in a spatial domain that was introduced by Podio-Guidugli in Ric. Mat. 55 (2006), pp. 105-118. The model consists of a strongly…

Analysis of PDEs · Mathematics 2017-09-08 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…

Optimization and Control · Mathematics 2017-05-03 Shinji Tanimoto

In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…

Optimization and Control · Mathematics 2018-11-20 Qi Lu , Haisen Zhang , Xu Zhang

The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier-Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated…

Optimization and Control · Mathematics 2007-05-23 Luigi Manca

In this paper, we consider a class of optimal control problems for a one-dimensional time-discrete constrained quasilinear diffusion state-systems of singular Allen--Cahn types and its regularized approximating problems. We note that the…

Optimization and Control · Mathematics 2021-09-28 Shodai Kubota

This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…

Probability · Mathematics 2025-01-07 Gaofeng Zong

This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…

Optimization and Control · Mathematics 2026-04-24 Changwang Xiao , Nan Yang , Qingxin Meng

In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…

Optimization and Control · Mathematics 2016-11-15 Maonin Tang , Qingxin Meng

This paper is concerned with the large time behavior of the Cauchy problem for Navier-Stokes/Allen-Cahn system describing the interface motion of immiscible two-phase flow in 3-D. The existence and uniqueness of global solutions and the…

Analysis of PDEs · Mathematics 2021-10-28 Yazhou Chen , Hakho Hong , Xiaoding Shi

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

In this paper we study existence, dependence and optimal control results concerning solutions to a class of hemivariational inequalities for stationary Navier-Stokes equations but without making use of the theory of pseudo-monotone…

Analysis of PDEs · Mathematics 2020-07-21 Khalid Akhlil , Sultana Ben Aadi , Hicham Mahdioui

In this paper, we study an optimal boundary control problem for a model for phase separation taking place in a spatial domain that was introduced by P. Podio-Guidugli in Ric. Mat. 55 (2006), pp. 105-118. The model consists of a strongly…

Analysis of PDEs · Mathematics 2017-09-01 Pierluigi Colli , Jürgen Sprekels

In this paper, we investigate an optimal control problem for McKean-Vlasov stochastic partial differential equations, in which the coefficients depend on the law of the state process. For systems with nonconvex control sets, we establish a…

Probability · Mathematics 2026-03-09 Liangying Chen , Wilhelm Stannat

In this paper, we investigate optimal boundary control problems for Cahn-Hilliard variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace-Beltrami operator. The cost functional is of…

Analysis of PDEs · Mathematics 2014-09-29 Pierluigi Colli , M. Hassan Farshbaf-Shaker , Gianni Gilardi , Jürgen Sprekels

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein
‹ Prev 1 3 4 5 6 7 10 Next ›