Related papers: Optimal control of a large dam
We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…
One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…
We consider the nonlinear optimal control of bypass transition in a boundary layer flow subjected to a pair of free stream vortical perturbations using a receding horizon approach. The optimal control problem is solved using the Lagrange…
The transition between low and high density phases is a typical feature of systems with social interactions. This contribution focuses on simple evacuation design of one room with one entrance and one exit; four passing-through experiments…
We propose a mean-field optimal control problem for the parameter identification of a given pattern. The cost functional is based on the Wasserstein distance between the probability measures of the modeled and the desired patterns. The…
In a dual risk model, the premiums are considered as the costs and the claims are regarded as the profits. The surplus can be interpreted as the wealth of a venture capital, whose profits depend on research and development. In most of the…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
We consider a new type of optimal stopping problems where the absorbing boundary moves as the state process X attains new maxima S. More specifically, we set the absorbing boundary as S-b where b is a certain constant. This problem is…
We study a stochastic control problem where the underlying process follows a spectrally negative L\'{e}vy process. A controller can continuously increase the process but only decrease it at independent Poisson arrival times. We show the…
Anisotropy of the permeability tensor in statistically uniform porous media of sizes used in typical computer simulations is studied. Although such systems are assumed to be isotropic by default, we show that de facto their anisotropic…
Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…
We consider the standard first passage percolation model in the rescaled lattice $\mathbb{Z}^d$ for $d\geq 2$ and a bounded domain $\Omega$ in $\mathbb R ^d$. We denote by $\Gamma^1$ and $\Gamma^2$ two disjoint subsets of $\partial \Omega$…
We would like to study the solution stability of a parametric control problem governed by semilinear elliptic equations with a mixed state-control constraint, where the cost function is nonconvex and the admissible set is unbounded. The…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
Motion planning for underwater vehicles must consider the effect of ocean currents. We present an efficient method to compute reachability and cost between sample points in sampling-based motion planning that supports long-range planning…
In this paper, we study the feasibility of a class of optimization-based boundary control of one-dimensional macroscopic traffic flow models, where stability and invariance are achieved by a single boundary control. We define the sets of…
In shear flows like pipe flow and plane Couette flow there is an extended range of parameters where linearly stable laminar flow coexists with a transient turbulent dynamics. When increasing the amplitude of a perturbation on top of the…
It is well known that in the computational fluid dynamics simulations related to the cardiovascular system the enforcement of outflow boundary conditions is a crucial point. In fact, they highly affect the computed flow and a wrong setup…
The selective frequency damping method was applied to a bent flow. The method was used in an adaptive formulation. The most dangerous frequency was determined by solving an eigenvalue problem. It was found that one of the patterns,…