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The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
In this paper we consider the optimal control of Hilbert space-valued infinite-dimensional Piecewise Deterministic Markov Processes (PDMP) and we prove that the corresponding value function can be represented via a Feynman-Kac type formula…
We study the Bellman equation in the Wasserstein space arising in the study of mean field control problems, namely stochastic optimal control problems for McKean-Vlasov diffusion processes.Using the standard notion of viscosity solution \`a…
We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…
The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…
In this work, we consider the interaction of a 3D incompressible fluid with a 2D flexible shell that occupies (a part of) the boundary of the fluid domain. We assume that the shell is perfectly elastic while the fluid is governed by the…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
We consider image registration as an optimal control problem using an optical flow formulation, i.e., we discuss an optimization problem that is governed by a linear hyperbolic transport equation. Requiring Lipschitz continuity of the…
We study the behaviour of the rightmost occupied site in two models: the Spont process and the contact process with inherited sterility, in dimension 1. Both can be viewed as contact processes evolving in dynamic random environments, where…
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…
We illustrate the advantages the high-level open-source software package Pyomo has in rapidly setting up and solving dynamic simulation and optimization problems. In order to do so, we use the example of the Williams-Otto process. We show…
An optimal control problem in the space of probability measures, and the viscosity solutions of the corresponding dynamic programming equations defined using the intrinsic linear derivative are studied. The value function is shown to be…
A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…
This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…
Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…
In this paper, we investigate the local-in-time well-posedness for the two-dimensional Prandtl equations in weighted Sobolev spaces under the Oleinik's monotonicity condition.Due to the loss of tangential derivative caused by vertical…
We study the dissipativity of linear infinite-dimensional systems with respect to a prescribed quadratic supply rate functional. We characterize this property via an operator inequality that also yields the system's dissipation rate. We…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…