Related papers: A Crime/S.I.R. optimal control problem
This paper is about numerical control of HIV propagation. The contribution of the paper is threefold: first, a novel model of HIV propagation is proposed; second, the methods from numerical optimal control are successfully applied to the…
This paper studies the problem of control strategy synthesis for dynamical systems with differential constraints to fulfill a given reachability goal while satisfying a set of safety rules. Particular attention is devoted to goals that…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
This paper deals with an optimal control problem and describes the reachable set for the scalar 1-D conservation laws with discontinuous flux. Regarding the optimal control problem we first prove the existence of a minimizer and then we…
A fundamental question in neuroscience is how the brain creates an internal model of the world to guide actions using sequences of ambiguous sensory information. This is naturally formulated as a reinforcement learning problem under partial…
In this paper, an optimal control problem is considered where a target vehicle aims to reach a desired location in minimum time while avoiding a dynamic engagement zone. Using simple motion, four potential approaches are considered. First,…
In this paper a novel model-free algorithm is proposed. This algorithm can learn the nearly optimal control law of constrained-input systems from online data without requiring any a priori knowledge of system dynamics. Based on the concept…
We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and…
We introduce the concept of {\it mean-field optimal control} which is the rigorous limit process connecting finite dimensional optimal control problems with ODE constraints modeling multi-agent interactions to an infinite dimensional…
This paper considers the problem of optimal liquidation of a position in a risky security in a financial market, where price evolution are risky and trades have an impact on price as well as uncertainty in the filling orders. The problem is…
We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…
We study an optimal control problem where the objective is to find the best vaccine allocation during an epidemic outbreak. The epidemic dynamics is described by an age-structured SIR model with nonlocal interactions. Both the infection and…
We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…
We propose to model the phenomenon of the spread of a rumor in this paper. We manipulate a model that is based on SEIR model that specializes in spreading rumors. In the second part, we introduce a control strategy to fight against the…
We apply innovative mathematical tools coming from optimal control theory to improve theoretical and experimental techniques in Magnetic Resonance Imaging (MRI). This approach allows us to explore and to experimentally reach the physical…
We study the optimal control problem of allocating campaigning resources over the campaign duration and degree classes in a social network. Information diffusion is modeled as a Susceptible-Infected epidemic and direct recruitment of…
We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring in…
In this paper we consider optimal control problems where the control variable is a potential and the state equation is an elliptic partial differential equation of a Schr\"odinger type, governed by the Laplace operator. The cost functional…