Related papers: Weak Dirichlet processes with a stochastic control…
We consider the flow of a generalized non-Newtonian incompressible heat-conducting fluid in a~bounded two-dimensional domain, subject to Dirichlet boundary conditions for velocity and temperature. The fluid obeys a power-law constitutive…
The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…
This work establishes the well-posedness and a priori error analysis for the mixed FEEC-type finite element approximation of the three-dimensional vector Laplace boundary value problem subject to the Dirichlet boundary condition. The…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…
In this paper, we study the null and approximate controllability of a class of fully nonlocal coupled stochastic reaction--convection--diffusion systems. The system consists of two forward stochastic parabolic equations driven by general…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
We prove the existence and weak uniqueness of weak solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey class with mixed norms.
In this paper, conditional stability estimates are derived for unique continuation and Cauchy problems associated to the Poisson equation in ultra-weak variational form. Numerical approximations are obtained as minima of regularized least…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We consider optimal control problems for diffusion processes, where the objective functional is defined by a time-consistent dynamic risk measure. We focus on coherent risk measures defined by $g$-evaluations. For such problems, we…
Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…
We establish the existence and uniqueness, in bounded as well as unbounded Lipschitz type cylinders of the forms $U_X\times V_{Y,t}$ and $\Omega\times \mathbb R^{m}\times \mathbb R$, of weak solutions to Cauchy-Dirichlet problems for the…