相关论文: Necessary conditions for distributed optimal contr…
Many problems in computational science and engineering are simultaneously characterized by the following challenging issues: uncertainty, nonlinearity, nonstationarity and high dimensionality. Existing numerical techniques for such models…
We analyze a novel class of rough stochastic control problems that allows for a convenient approach to solving pathwise stochastic control problems with both non-anticipative and anticipative controls. We first establish the well-posedness…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
The steady motion of a viscous incompressible fluid in distorted pipes, of finite length, is modeled through the Navier-Stokes equations with mixed boundary conditions: the inflow is given by an arbitrary member of the Lions-Magenes class…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
We consider the 2D incompressible Navier-Stokes equation in a rectangle with the usual no-slip boundary condition prescribed on the upper and lower boundaries. We prove that for any positive time, for any finite energy initial data, there…
In the present paper we derive the existence and uniqueness of a solution for the optimal control problem determined by a stochastic FitzHugh-Nagumo equation with recovery variable. In particular due the cubic non-linearity in the drift…
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function…
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…
We establish a geometric Pontryagin maximum principle for discrete time optimal control problems on finite dimensional smooth manifolds under the following three types of constraints: a) constraints on the states pointwise in time, b)…
The question at stake in Lagrangian controllability is whether one can move a patch of fluid particles to a target location by means of remote action in a given time interval. In the last two decades, positive results have been obtained…
There are two components in this work that allow solutions of the turbulent channel problem: one is the Galilean-transformed Navier-Stokes equation which gives a theoretical expression for the Reynolds stress; and the second the maximum…
A system of partial differential equations for a diffusion interface model is considered for the stationary motion of two macroscopically immiscible, viscous Newtonian fluids in a three-dimensional bounded domain. The governing equations…
In this manuscript, we extend Constantin-Iyer's Lagrangian formulation of Navier-Stokes Equation to a wider class of hydrodynamic models. Moreover, we prove that such Lagrangian formulation is naturally derived from a stochastic…
The convective Brinkman-Forchheimer (CBF) equations describe the motion of incompressible viscous fluid through a rigid, homogeneous, isotropic, porous medium. In this work, we consider some distributed optimal control problems like total…