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The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…

Pricing of Securities · Quantitative Finance 2011-10-17 Nikolai Dokuchaev

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves…

Probability · Mathematics 2007-05-23 Bar Ata , J. M. Harrison , L. A. Shepp

Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…

Statistical Mechanics · Physics 2018-11-26 Steven J. Large , Raphaël Chetrite , David A. Sivak

In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…

Probability · Mathematics 2026-03-10 Kush Kinra , Fernanda Cipriano

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

We consider the Black--Scholes model of financial market modified to capture the stochastic nature of volatility observed at real financial markets. For volatility driven by the Ornstein--Uhlenbeck process, we establish the existence of…

Pricing of Securities · Quantitative Finance 2015-10-08 Sergii Kuchuk-Iatsenko , Yuliya Mishura

We consider control of reaction and population systems by deterministically imposed transitions between the states with different numbers of particles or individuals. Even where the imposed transitions are significantly less frequent than…

Statistical Mechanics · Physics 2011-02-07 M. Khasin , M. I. Dykman

We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the first time, we include in this study the analysis of non-zero…

Optimization and Control · Mathematics 2022-03-18 Simon Becker , Carsten Hartmann , Martin Redmann , Lorenz Richter

We derive the fundamental equations of an optimal control theory for systems containing both quantum electrons and classical ions. The system is modeled with Ehrenfest dynamics, a non-adiabatic variant of molecular dynamics. The general…

Chemical Physics · Physics 2015-06-16 Alberto Castro , E. K. U. Gross

We propose a strategy for automated trading, outline theoretical justification of the profitability of this strategy and overview the hypothetical results in application to currency pairs trading. The proposed methodology relies on the…

Trading and Market Microstructure · Quantitative Finance 2015-07-09 Grigory Temnov

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

We investigate a dividend maximization problem under stochastic interest rates with Ornstein-Uhlenbeck dynamics. This setup also takes negative rates into account. First a deterministic time is considered, where an explicit separating curve…

Optimization and Control · Mathematics 2021-08-03 Julia Eisenberg , Stefan Kremsner , Alexander Steinicke

This paper deals with a class of optimal control problems which arises in advertising models with Volterra Ornstein-Uhlenbeck process representing the product goodwill. Such choice of the model can be regarded as a stochastic modification…

Optimization and Control · Mathematics 2022-12-20 Michele Giordano , Anton Yurchenko-Tytarenko

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood

The controllability of complex networks has received much attention recently, which tells whether we can steer a system from an initial state to any final state within finite time with admissible external inputs. In order to accomplish the…

Optimization and Control · Mathematics 2019-05-29 Gaopeng Duan , Aming Li , Tao Meng , Guofeng Zhang , Long Wang

Biotechnology can benefit from dynamic control to improve production efficiency. In this context, optogenetics enables modulation of gene expression using light as an external input, allowing fine-tuning of protein levels to unlock dynamic…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Sebastián Espinel-Ríos

We present a framework for upper bounding the number of iterations required by first-order optimization algorithms implementing constrained LQR controllers. We derive new bounds for the condition number and extremal eigenvalues of the…

Optimization and Control · Mathematics 2019-02-07 Ian McInerney , Eric C. Kerrigan , George A. Constantinides

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Optimization and Control · Mathematics 2025-09-19 Bruno Bouchard , Xiaolu Tan