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We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…

Optimization and Control · Mathematics 2018-03-12 Luis H. R. Alvarez E.

For the thin obstacle problem in $\mathbb{R}^n$, $n\geq 2$, we prove that at all free boundary points, with the exception of a $(n-3)$-dimensional set, the solution differs from its blow-up by higher order corrections. This expansion…

Analysis of PDEs · Mathematics 2024-05-02 Federico Franceschini , Joaquim Serra

We study a model for combustion on a boundary. Specifically, we study certain generalized solutions of the equation \[ (-\Delta)^s u = \chi_{\{u>c\}} \] for $0<s<1$ and an arbitrary constant $c$. Our main object of study is the free…

Analysis of PDEs · Mathematics 2018-12-03 Mark Allen , Mariana Smit Vega Garcia

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…

Analysis of PDEs · Mathematics 2008-03-19 Eduardo V. Teixeira

We study free boundary problems for incompressible inhomogeneous flows governed by the Navier--Stokes equations, focusing on the regularity and global-in-time well-posedness of solutions in critical functional frameworks for small initial…

Analysis of PDEs · Mathematics 2025-12-11 Piotr B. Mucha , Tomasz Piasecki , Yoshihiro Shibata

Motor control is a fundamental process that underlies all voluntary behavioral responses. Several different theories based on different principles (task dynamics, equilibrium-point theory, passive-motion paradigm, active inference, optimal…

Neurons and Cognition · Quantitative Biology 2021-07-20 Emmanuel Guigon

In this letter we propose an optimization-based boundary controller for traffic flow dynamics capable of achieving both stability and invariance conditions. The approach is based on the definition of Boundary Control Barrier Functionals,…

Optimization and Control · Mathematics 2025-06-19 Maria Teresa Chiri , Roberto Guglielmi , Gennaro Notomista

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

Optimization and Control · Mathematics 2021-04-28 Benoît Bonnet , Hélène Frankowska

We investigate some regularity properties of a class of doubly nonlinear anisotropic evolution equations whose model case is \begin{align*} \partial_t \big(|u|^{\alpha -1}u \big) - \sum^N_{i=1} \partial_i \big( |\partial_i u|^{p_i - 2}…

Analysis of PDEs · Mathematics 2023-06-30 Simone Ciani , Vincenzo Vespri , Matias Vestberg

We establish generic regularity results of free boundaries for solutions of the obstacle problem for the fractional Laplacian $(-\Delta)^s$. We prove that, for almost every obstacle, the free boundary contains only regular points up to…

Analysis of PDEs · Mathematics 2024-12-23 Matteo Carducci , Roberto Colombo

The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…

Optimization and Control · Mathematics 2024-11-21 Ziyue Chen , Qi Zhang

This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…

Optimization and Control · Mathematics 2018-01-03 Qingyuan Qi , Huanshui Zhang , Peijun Ju

We show that "full-bang" control is optimal in a problem that combines features of (i) sequential least-squares {\it estimation} with Bayesian updating, for a random quantity observed in a bath of white noise; (ii) bounded {\it control} of…

Probability · Mathematics 2022-11-10 Erik Ekström , Ioannis Karatzas

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

In this paper, we study the control and stabilization problem for a class of fourth-order Schr\"odinger equation on compact manifold without boundary with dimensions $d\in[1,5]$: \begin{align*}…

Analysis of PDEs · Mathematics 2025-11-26 Yilin Song , Jiqiang Zheng , Ruihan Zhou

In this work, we study an optimal control problem for a multi-agent system modeled by an undirected formation graph with nodes describing the kinematics of each agent, given by a left-invariant control system on a Lie group. The agents…

Optimization and Control · Mathematics 2020-11-26 Leonardo Colombo , Dimos Dimarogonas

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,…

Analysis of PDEs · Mathematics 2016-11-01 Ugur G. Abdulla

We generalize a Maximum Principle for optimal control problems involving sweeping systems previously derived in ``Necessary conditions for optimal control problems with sweeping systems and end point constraints'', by de Pinho, Ferreira and…

Optimization and Control · Mathematics 2023-02-01 Maria do Rosario de Pinho , Maria Margarida A. Ferreira , Georgi Smirnov

In this paper we study the regularity of the free boundary for a vector-valued Bernoulli problem, with no sign assumptions on the boundary data. More precisely, given an open, smooth set of finite measure $D\subset \mathbb{R}^d$,…

Analysis of PDEs · Mathematics 2020-04-22 Dario Mazzoleni , Susanna Terracini , Bozhidar Velichkov
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