Related papers: Solving two-point boundary value problems using ge…
In this paper we present a generating function approach to two counting problems in elementary quantum mechanics. The first is to find the total ways of distributing identical particles among different states. The second is to find the…
In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…
We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of $\mathbb{R}^d$ in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an…
We consider an optimal control on networks in the spirit of the works of Achdou et al. (2013) and Imbert et al. (2013). The main new feature is that there are entry (or exit) costs at the edges of the network leading to a possible…
In this paper, we aim to develop the theory of optimal stochastic control for branching diffusion processes where both the movement and the reproduction of the particles depend on the control. More precisely, we study the problem of…
We investigate the quantum computing paradigm consisted of obtaining a target state that encodes the solution of a certain computational task by evolving the system with a combination of the problem-Hamiltonian and the driving-Hamiltonian.…
We consider a utility maximization problem for an investment-consumption portfolio when the current utility depends also on the wealth process. Such kind of problems arise, e.g., in portfolio optimization with random horizon or with random…
We investigate two methods of constructing a solution of the Schr\"{o}dinger equation from the canonical transformation in classical mechanics. One method shows that we can formulate the solution of the Schr\"{o}dinger equation from linear…
We present an overview of the role of generating functions in quantum mechanical contexts, mainly in the modern theory of polarization and in the study of quantum phase transitions. Generating functions enable the derivation of moments and…
This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…
A new method for controlling harmonic generation, in the framework of quantum optimal control theory (QOCT), is developed. The problem is formulated in the frequency domain using a new maximization functional. The relaxation method is used…
In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of Hamiltonian systems in Classical Mechanics, that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure…
Optimal control and the associated second-order path-dependent Hamilton-Jacobi-Bellman (PHJB) equation are studied for unbounded functional stochastic evolution systems in Hilbert spaces. The notion of viscosity solution without…
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…
In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
In this paper we investigate a path dependent optimal control problem on the process space with both drift and volatility controls, with possibly degenerate volatility. The dynamic value function is characterized by a fully nonlinear second…
We introduce the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton-Jacobi equation for field…
We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained…
Our main aim in this thesis is to address the results and prospects of boundary logarithmic conformal field theories: theories with boundaries that contain the above Jordan cell structure. We have investigated c_{p,q} boundary theory in…