相关论文: On the existence of a limit value in some non expa…

We analyze an optimal stopping problem with random maturity under a nonlinear expectation with respect to a weakly compact set of mutually singular probabilities $\mathcal{P}$. The maturity is specified as the hitting time to level $0$ of…

We study an infinite-horizon discrete-time optimal stopping problem under non-exponential discounting. A new method, which we call the iterative approach, is developed to find subgame perfect Nash equilibria. When the discount function…

The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…

We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…

This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…

We focus on optimal control problems governed by elliptic, quasilinear PDEs. Though there are various examples of such problems in the literature, we make an attempt at describing some general principles by dealing with three basic…

This work deals with the existence of optimal solution and the maximum principle for optimal control problem governed by Navier-Stokes equations with state constraint in 3-D. Strong results in 2-D also are given.

We investigate the hard-thresholding method applied to optimal control problems with $L^0(\Omega)$ control cost, which penalizes the measure of the support of the control. As the underlying measure space is non-atomic, arguments of…

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

The turnpike principle is a fundamental concept in optimal control theory, stating that for a wide class of long-horizon optimal control problems, the optimal trajectory spends most of its time near a steady-state solution (the…

We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…

This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view…

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…

The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

We investigate the question whether a given homogeneous ideal is a limit of saturated ones. We provide cohomological necessary criteria for this to hold and apply them to a range of examples. Our motivation comes from the theory of border…

In this paper, we consider the concept of limit, one of the basic concepts of mathematical analysis. At a point $a\in{\mathbb{R}}$, the limit of a function $f$ from $A\subset\mathbb{R}$ to $\mathbb{R}$ is $L\in{\mathbb{R}}$ if and only if…

This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…

This paper studies an optimal stochastic impulse control problem in a finite horizon with a decision lag, by which we mean that after an impulse is made, a fixed number units of time has to be elapsed before the next impulse is allowed to…

In this paper we consider a control system of the form $\dot x = F(x)u$, linear in the control variable $u$. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an…