Related papers: Optimally coupling the Kolmogorov diffusion, and r…
This paper studies an optimal control problem related to membrane filtration processes. A simple mathematical model of membrane fouling is used to capture the dynamic behavior of the filtration process which consists in the attachment of…
We study an optimal boundary control problem for the two-dimensional stationary micropolar fluids system with variable density. We control the system by considering boundary controls, for the velocity vector and angular velocity of rotation…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…
We design and compute a class of optimal control problems for reaction-diffusion systems. They form mean field control problems related to multi-density reaction-diffusion systems. To solve proposed optimal control problems numerically, we…
This work investigates the optimal control of the variable-exponent subdiffusion, which extends the work [Gunzburger and Wang, {\it SIAM J. Control Optim.} 2019] to the variable-exponent case to account for the multiscale and crossover…
We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…
This work presents a multiscale framework to solve a class of stochastic optimal control problems in the context of robot motion planning and control in a complex environment. In order to handle complications resulting from a large decision…
This paper is concerned with the optimal control of hysteresis-reaction-diffusion systems. We study a control problem with two sorts of controls, namely distributed control functions, or controls which act on a part of the boundary of the…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
We tackle the problem of flying time-optimal trajectories through multiple waypoints with quadrotors. State-of-the-art solutions split the problem into a planning task - where a global, time-optimal trajectory is generated - and a control…
We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond.…
The Bass diffusion equation is a well-known and established modeling approach for describing new product adoption in a competitive market. This model also describes diffusion phenomena in various contexts: infectious disease spread modeling…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
Solving stochastic optimal control problems with quadratic control costs can be viewed as approximating a target path space measure, e.g. via gradient-based optimization. In practice, however, this optimization is challenging in particular…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…
We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…
We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…
In this paper we are concerned with the approximate controllability of a multidimensional semilinear reaction-diffusion equation governed by a multiplicative control, which is locally distributed in the reaction term. For a given initial…