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In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

最优化与控制 · 数学 2019-05-02 Liangquan Zhang , Xun Li

In this paper we introduce an approach to the management of infectious disease diffusion through the formulation of a controlled compartmental SVIR (Susceptible-Vaccinated-Infected-Recovered) model. We consider a cost functional…

最优化与控制 · 数学 2023-11-28 Alessandro Ramponiand M. Elisabetta Tessitore

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…

最优化与控制 · 数学 2016-08-22 Andrzej Ruszczynski , Jianing Yao

We consider a classical stochastic control problem in which a diffusion process is controlled by a withdrawal process up to a termination time. The objective is to maximize the expected discounted value of the withdrawals until the…

概率论 · 数学 2024-06-19 Hélène Guérin , Dante Mata , Jean-François Renaud , Alexandre Roch

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

最优化与控制 · 数学 2025-05-27 Ashley Davey , Harry Zheng

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

最优化与控制 · 数学 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

数值分析 · 数学 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as a (stochastic) control on the size of the population. The…

最优化与控制 · 数学 2016-08-02 Qingshuo Song , Richard Stockbridge , Chao Zhu

We consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…

最优化与控制 · 数学 2015-09-29 Getachew K. Befekadu , Eduardo L. Pasiliao

Motion planning for autonomous robots in dynamic environments poses numerous challenges due to uncertainties in the robot's dynamics and interaction with other agents. Sampling-based MPC approaches, such as Model Predictive Path Integral…

机器人学 · 计算机科学 2024-05-07 Elia Trevisan , Javier Alonso-Mora

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

最优化与控制 · 数学 2026-01-16 Andreas A. Malikopoulos

In this paper, we study an optimal control problem of a communicable disease in a prison population. In order to control the spread of the disease inside a prison, we consider an active case-finding strategy, consisting on screening a…

最优化与控制 · 数学 2020-11-06 Pedro Gajardo , Victor Riquelme , Diego Vicencio

We consider an infinite time horizon spatially distributed optimal harvesting problem for a vegetation and soil water reaction diffusion system, with rainfall as the main external parameter. By Pontryagin's maximum principle we derive the…

最优化与控制 · 数学 2016-01-12 Hannes Uecker

We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…

最优化与控制 · 数学 2023-05-22 Jodi Dianetti , Giorgio Ferrari

A controllable energy method, which considers the undersampling issue of the transfer function and valid spectral energy of a source signal, is proposed to implement angular spectrum diffraction calculation in near and far fields. The…

图像与视频处理 · 电气工程与系统科学 2022-06-22 Fan Wang , Tomoyoshi Shimobaba , Takashi Kakue , Tomoyoshi Ito

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…

最优化与控制 · 数学 2025-06-03 Yiqun Li , Mengmeng Liu , Wenlin Qiu , Xiangcheng Zheng

Disease and pest control largely rely on pesticides use and progress still remains to be made towards more sustainable practices. Pest Monitoring Networks (PMNs) can provide useful information for improving crop protection by restricting…

种群与进化 · 定量生物学 2020-02-05 Marie-Josée Cros , Jean-Noël Aubertot , Sabrina Gaba , Xavier Reboud , Régis Sabbadin , Nathalie Peyrard

The task of learning a diffusion-based neural sampler for drawing samples from an unnormalized target distribution can be viewed as a stochastic optimal control problem on path measures. However, the training of neural samplers can be…

机器学习 · 计算机科学 2026-05-20 Wei Guo , Jaemoo Choi , Yuchen Zhu , Molei Tao , Yongxin Chen

Multi-fingered hands are emerging as powerful platforms for performing fine manipulation tasks, including tool use. However, environmental perturbations or execution errors can impede task performance, motivating the use of recovery…

机器人学 · 计算机科学 2025-10-09 Abhinav Kumar , Fan Yang , Sergio Aguilera Marinovic , Soshi Iba , Rana Soltani Zarrin , Dmitry Berenson

During the last decades, the global prevalence of dengue progressed dramatically. It is a disease which is now endemic in more than one hundred countries of Africa, America, Asia and the Western Pacific. This study addresses a mathematical…