相关论文: Exploiting characteristics in stationary action pr…
We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…
We consider the steady Navier-Stokes system with mixed boundary conditions, in subdomains of a holdall domain. We study, via the penalization method, its approximation properties. Error estimates, obtained using the extension operator,…
It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…
This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…
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…
In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…
This survey on stationary and evolutionary problems with gradient constraints is based on developments of monotonicity and compactness methods applied to large classes of scalar and vectorial solutions to variational and quasi-variational…
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
Many specific problems ranging from theoretical probability to applications in statistical physics, combinatorial optimization and communications can be formulated as an optimal tuning of local parameters in large systems of interacting…
In this work we study a special minimax problem where there are linear constraints that couple both the minimization and maximization decision variables. The problem is a generalization of the traditional saddle point problem (which does…
We study some properties of a multi-species degenerate Ginzburg-Landau energy and its relation to a cross-diffusion Cahn-Hilliard system. The model is motivated by multicomponent mixtures where crossdiffusion effects between the different…
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…
We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…
This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…
A least action principle for damping motion has been previously proposed with a Hamiltonian and a Lagrangian containing the energy dissipated by friction. Due to the space-time nonlocality of the Lagrangian, mathematical uncertainties…
This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…
We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…
This paper is concerned with the existence, uniqueness and nonlinear stability of stationary solutions to the Cauchy problem of the full compressible Navier-Stokes-Korteweg system effected by external force of general form in…
Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…