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In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax theorem, we obtain the variational inequality for cost…

最优化与控制 · 数学 2022-06-28 Mingshang Hu , Shaolin Ji , Xiaojuan Li

In this paper we consider an optimal control problem for the coupled system of a nonlinear monotone Dirichlet problem with anisotropic p-Laplacian and matrix-valued nonsmooth controls in its coefficients and a nonlinear equation of…

最优化与控制 · 数学 2017-01-25 T. Durante , O. P. Kupenko , R. Manzo

This paper is devoted to present a method of proving verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term. The value function is assumed to be continuous in…

概率论 · 数学 2007-05-23 Fausto Gozzi , Francesco Russo

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

The paper is concerned with an optimal control problem governed by the rate-independent system of quasi-static perfect elasto-plasticity. The objective is optimize the displacement field in the domain occupied by the body by means of…

最优化与控制 · 数学 2020-03-24 Christian Meyer , Stephan Walther

In this paper, we study a distributed optimal control problem for a diffuse interface model for tumor growth. The model consists of a Cahn-Hilliard type equation for the phase field variable coupled to a reaction diffusion equation for the…

最优化与控制 · 数学 2021-10-12 Matthias Ebenbeck , Patrik Knopf

We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with…

偏微分方程分析 · 数学 2022-08-01 Matteo Bonforte , Peio Ibarrondo , Mikel Ispizua

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

系统与控制 · 电气工程与系统科学 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…

最优化与控制 · 数学 2026-02-06 Kai Ding , Xun Li , Siyu Lv , Xin Zhang

We consider a class of diffusions controlled through the drift and jump size, and driven by a jump L\'evy process and a nondegenerate Wiener process, and we study infinite horizon (ergodic) risk-sensitive control problem for this model. We…

最优化与控制 · 数学 2021-03-02 Ari Arapostathis , Anup Biswas

The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…

偏微分方程分析 · 数学 2023-08-17 Matteo Bonforte , Alessio Figalli

Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…

最优化与控制 · 数学 2023-09-20 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley

In this paper we study we study a Dirichlet optimal control prob- lem associated with a linear elliptic equation the coefficients of which we take as controls in the class of integrable functions. The characteristic feature of this control…

最优化与控制 · 数学 2015-10-30 Thierry Horsin , Peter Kogut , Olivier Wilk

In this paper, we investigate optimal control problems for Allen-Cahn equations with singular nonlinearities and a dynamic boundary condition involving singular nonlinearities and the Laplace-Beltrami operator. The approach covers both the…

偏微分方程分析 · 数学 2014-10-27 Pierluigi Colli , Jürgen Sprekels

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

系统与控制 · 计算机科学 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

This paper explores the convergence behavior of two waveform relaxation algorithms, namely the Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation algorithms, for an optimal control problem with a sub-diffusion partial differential…

最优化与控制 · 数学 2025-12-17 Soura Sana , Bankim C. Mandal

Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…

最优化与控制 · 数学 2017-11-13 Giorgio Ferrari

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

最优化与控制 · 数学 2018-12-04 Shuzhen Yang

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

最优化与控制 · 数学 2026-05-12 Arghya Kundu

In this paper, we consider an optimal distributed control problem for a reaction-diffusion-based SIR epidemic model with human behavioral effects. We develop a model wherein non-pharmaceutical intervention methods are implemented, but a…

偏微分方程分析 · 数学 2025-02-11 Marcelo Bongarti , Christian Parkinson , Weinan Wang
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