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High-dimensional stochastic optimal control (SOC) becomes harder with longer planning horizons: existing methods scale linearly in the horizon $T$, with performance often deteriorating exponentially. We overcome these limitations for a…
The present paper deals with the modelling of rapid transients at partially lifted sluice gates from both a mathematical and numerical perspective in the context of the Shallow water Equations (SWE). First, an improved exact solution of the…
We solve the non-discounted, finite-horizon optimal stopping problem of a Gauss-Markov bridge by using a time-space transformation approach. The associated optimal stopping boundary is proved to be Lipschitz continuous on any closed…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
This paper introduces a new type of second order stochastic backward Hamilton-Jacobi-Bellman (HJB) equations for optimal stochastic control problems with a currently observable but non-predicable parameter process, in addition to the…
In this paper, a backstepping control of the one-phase Stefan Problem, which is a 1-D diffusion Partial Differential Equation (PDE) defined on a time varying spatial domain described by an ordinary differential equation (ODE), is studied. A…
The theory of exact and of approximate solutions for non-autonomous linear differential equations forms a wide field with strong ties to physics and applied problems. This paper is meant as a stepping stone for an exploration of this…
In this paper, we address the so-called general Fokker-Planck control problem for discrete-time first-order linear systems. Unlike conventional treatments, we don't assume the distributions of the system states to be Gaussian. Instead, we…
We present a solution for the scattered field caused by an incident wave interacting with an infinite cascade of blades with complex boundary conditions. This extends previous studies by allowing the blades to be compliant, porous or…
We investigate topological and disorder effects in non-Hermitian systems with chiral symmetry. The system under consideration consists in a finite Su-Schrieffer-Heeger chain to which two semi-infinite leads are attached. The system lacks…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
This paper revisits the issue of H\"older Strong Metric sub-Regularity (HSMs-R) of the optimality system associated with ODE optimal control problems that are affine with respect to the control. The main contributions are as follows. First,…
Generative Control Policies (GCPs) show immense promise in robotic manipulation but struggle to simultaneously model stable global motions and high-frequency local corrections. While modern architectures extract multi-scale spatial…
This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…
Superconducting quantum circuits derive their nonlinearity from the Josephson energy-phase relation. Besides the fundamental $\cos\phi$ term, this relation can also contain higher Fourier harmonics $\cos(k\phi)$ corresponding to correlated…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
This paper's aim is threefold. First, using Feynman's path approach to the derivation of theclassical Schr{\"o}dinger's equation in [6] and by introducing a slight path (or wave) dependency ofthe action, we derive a new class of equations…
We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles affected by a common source of noise. The system is directed…
We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…