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The paper proposes a general framework to analyze control problems for conservation law models on a network. Namely we consider a general class of junction distribution controls and inflow controls and we establish the compactness in $L^1$…

Analysis of PDEs · Mathematics 2018-07-24 Fabio Ancona , Annalisa Cesaroni , Giuseppe Maria Coclite , Mauro Garavello

We consider an optimal control problem for a diffuse interface model of tumor growth. The state equations couples a Cahn-Hilliard equation and a reaction-diffusion equation, which models the growth of a tumor in the presence of a nutrient…

Optimization and Control · Mathematics 2016-08-02 Harald Garcke , Kei-Fong Lam , Elisabetta Rocca

We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…

Optimization and Control · Mathematics 2023-05-22 Jodi Dianetti , Giorgio Ferrari

By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via…

Portfolio Management · Quantitative Finance 2013-08-01 Nikolai Dokuchaev

A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…

Optimization and Control · Mathematics 2016-01-20 M. Delgado-Téllez , A. Ibort , T. Rodríguez de la Peña , R. Salmoni

After the COVID-19 pandemic, we saw an increase in demand for epidemiological mathematical models. The goal of this work is to study the optimal control for an age-structured model as a strategy of quarantine of infected people, which is…

Optimization and Control · Mathematics 2024-11-04 Nelson L. Santos Junior , João A. M. Gondim

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…

Optimization and Control · Mathematics 2016-12-07 Qingxin Meng , Yang Shen , Peng Shi

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for…

Optimization and Control · Mathematics 2015-12-09 Loïc Bourdin , Emmanuel Trélat

This work focuses on optimal controls of a class of stochastic SIS epidemic models under regime switching. By assuming that a decision maker can either influence the infectivity period or isolate infected individuals, our aim is to minimize…

Optimization and Control · Mathematics 2021-01-12 Ky Tran , George Yin

A mathematical model for time development of metastases and their distribution in size and carrying capacity is presented. The model is used to theoretically investigate anti-cancer therapies such as surgery and chemical treatments…

Tissues and Organs · Quantitative Biology 2013-06-21 Sebastien Benzekry , Dominique Barbolosi , Assia Benabdallah , Florence Hubert , Philip Hahnfeldt

This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…

Optimization and Control · Mathematics 2016-11-25 Can Zhang

The study of network structural controllability focuses on the minimum number of driver nodes needed to control a whole network. Despite intensive studies on this topic, most of them consider static networks only. It is well-known, however,…

Physics and Society · Physics 2021-01-27 Rui Zhang , Xiaomeng Wang , Ming Cheng , Tao Jia

This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the first time. It serves as the probability interpretation of…

Optimization and Control · Mathematics 2026-02-25 Jiamin Jian , Sixian Jin , Qingshuo Song , Jiongmin Yong

We introduce a new method, stepwise method for solving optimal con- trol problems. Our first motivation for new approach emanate from limi- tations on continuous time control functions in PMP. Practically in most of the real world models,…

Optimization and Control · Mathematics 2015-06-26 Mehdi Afshar , Farshad Merrikhbayat , Mohammad Reza Razvan

In this paper we consider optimal control problems for a parabolic system modeling a therapy, based on oncolytic viruses, for the glioma brain cancer. Using several techniques typical of functional analysis, we prove the global in time well…

Optimization and Control · Mathematics 2022-12-05 Mauro Garavello , Elena Rossi

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

The field of optimal control typically requires the assumption of perfect knowledge of the system one desires to control, which is an unrealistic assumption for biological systems, or networks, typically affected by high levels of…

Optimization and Control · Mathematics 2021-04-28 Isaac Klickstein , Francesco Sorrentino

How will the novel coronavirus evolve? I study a simple epidemiological model, in which mutations may change the properties of the virus and its associated disease stochastically and antigenic drifts allow new variants to partially evade…

General Economics · Economics 2022-04-27 Patrick Mellacher

In this paper, we study an optimal control problem of a communicable disease in a prison population. In order to control the spread of the disease inside a prison, we consider an active case-finding strategy, consisting on screening a…

Optimization and Control · Mathematics 2020-11-06 Pedro Gajardo , Victor Riquelme , Diego Vicencio