Related papers: Finite-time transitions in optimal control and non…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
Nonequilibrium phenomena of the phase transitions are studied. It is shown that due to finite relaxation time of the particle distributions, the use of scalar background dependent distribution functions is inconsistent.This observation may…
We formulate an economic optimal control problem for transport of natural gas over a large-scale transmission pipeline network under transient flow conditions. The objective is to maximize economic welfare for users of the pipeline system,…
Control landscape phase transitions (CLPTs) occur as abrupt changes in the cost function landscape upon varying a control parameter, and can be revealed by non-analytic points in statistical order parameters. A prime example are quantum…
In this study, we theoretically analyzed a control protocol based on ``time-dependent resonance" in nearly adiabatic two-level quantum systems, demonstrating that it exhibits properties equivalent to adiabatic control. This protocol is…
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…
How do decisions change with the economic environment and with time? This paper studies general nonstationary stopping problems and provides the methodological tools to answer these questions. First, we identify conditions that ensure a…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
The paper is concerned with a general optimization problem for a nonlinear control system, in the presence of a running cost and a terminal cost, with free terminal time. We prove the existence of a patchy feedback whose trajectories are…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…
In optimal quantum control, control landscape phase transitions (CLPTs) indicate sharp changes occurring in the set of optimal protocols, as a physical model parameter is varied. Here, we demonstrate the existence of a new class of CLPTs,…
We study singular stochastic control of a two dimensional stochastic differential equation, where the first component is linear with random and unbounded coefficients. We derive existence of an optimal relaxed control and necessary…
In this work it is shown that dynamical quantum phase transitions in Loschmidt echos control the nonequilibrium dynamics of the order parameter after particular quantum quenches in systems with broken-symmetry phases. A direct connection…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
In this paper, we investigate an interesting and important stopping problem mixed with stochastic controls and a \textit{nonsmooth} utility over a finite time horizon. The paper aims to develop new methodologies, which are significantly…