相关论文: Ergodicity of robust switching control and nonline…
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…
A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the discount factor $\lambda$ tends to zero. In the literature,…
The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relation with suitable stochastic ergodic control…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
It is shown that a switching control involving a finite number of Dirac delta actuators is able to steer the state of a general class of nonautonomous parabolic equations to zero as time increases to infinity. The strategy is based on a…
We study the asymptotic (in time) behavior of positive and sign-changing solutions to nonlinear parabolic problems in the whole space or in the exterior of a ball with Dirichlet boundary conditions. We show that, under suitable regularity…
We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize…
We consider a quasi-variational inequality governed by a moving set. We employ the assumption that the movement of the set has a small Lipschitz constant. Under this requirement, we show that the quasi-variational inequality has a unique…
The paper addresses the study of a class of evolutionary quasi-variational inequalities of the parabolic type arising in the formation and growth models of granular and cohensionless materials. Such models and their mathematical…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
This survey reviews portfolio selection problem for long-term horizon. We consider two objectives: (i) maximize the probability for outperforming a target growth rate of wealth process (ii) minimize the probability of falling below a target…
In this article we first establish the maximum principle of the antisymmetric functions for parabolic fractional $p$-equations. Then we use it and the parabolic inequalities to provide a different proof of symmetry and monotonicity for…
This paper is concerned with the asymptotic behavior of the solution to the semilinear parabolic equation with dynamical boundary condition. Our main goal is to prove the convergence of a global solution to an equilibrium as time goes to…
We consider the exit problem for a one-dimensional system with random switching near an unstable equilibrium point of the averaged drift. In the infinite switching rate limit, we show that the exit time satisfies a limit theorem with a…
We study the symmetry properties of the weak positive solutions to a class of quasi-linear elliptic problems having a variational structure. On this basis, the asymptotic behaviour of global solutions of the corresponding parabolic…
This paper establishes the precise asymptotic behavior, as time $t$ tends to infinity, for nontrivial, decaying solutions of genuinely nonlinear systems of ordinary differential equations. The lowest order term in these systems, when the…
This paper is concerned with the global existence and stability of solution to the quasi linear hyperbolic-parabolic chemotaxis system on the half-line,which was proposed in[1] to primarily describe the formation of coherent vascular…
We consider an optimal control problem with ergodic (long term average) reward for a McKean-Vlasov dynamics, where the coefficients of a controlled stochastic differential equation depend on the marginal law of the solution. Starting from…
In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…
This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…