相关论文: Synchronization in a multilevel network using the …

Synchronization processes in populations of identical networked oscillators are in the focus of intense studies in physical, biological, technological and social systems. Here we analyze the stability of the synchronization of a network of…

This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…

This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…

Environmental management optimizing a long-run objective is an ergodic control problem whose resolution can be achieved by solving an associated non-local Hamilton-Jacobi-Bellman (HJB) equation having an effective Hamiltonian. Focusing on…

Experimental studies of synchronization properties on networks with controlled connection topology can provide powerful insights into the physics of complex networks. Here, we report experimental results on the influence of connection…

We investigate the existence of an optimal interplay between the natural frequencies of a group chaotic oscillators and the topological properties of the network they are embedded in. We identify the conditions for achieving phase…

We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…

A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a…

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

We address finding the semi-global solutions to optimal feedback control and the Hamilton--Jacobi--Bellman (HJB) equation. Using the solution of an HJB equation, a feedback optimal control law can be implemented in real-time with minimum…

This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…

The approximation of solutions to second order Hamilton--Jacobi--Bellman (HJB) equations by deep neural networks is investigated. It is shown that for HJB equations that arise in the context of the optimal control of certain Markov…

We address the problem of combined stochastic and impulse control for a market maker operating in a limit order book. The problem is formulated as a Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI). We propose an implicit…

In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…

In this brief paper, we consider the problem of minimizing the asymptotic exit rate of diffusion processes from an open connected bounded set pertaining to a multi-channel system with small random perturbations. Specifically, we establish a…

We study a time-optimal control problem of a two-peakon collision. First, we state the controllability. Next, we find the time-optimal strategy. This is done via the HamiltonJacobi-Bellman equation and the dynamic programming method. We…

Connected and automated vehicles (CAVs) technologies promise to attenuate undesired traffic disturbances. However, in mixed traffic where human-driven vehicles (HDVs) also exist, the nonlinear human-driving behavior has brought critical…

We present a method for optimal coordination of multiple vehicle teams when multiple endpoint configurations are equally desirable, such as seen in the autonomous assembly of formation flight. The individual vehicles' positions in the…

We develop a computationally efficient learning-based forward-backward stochastic differential equations (FBSDE) controller for both continuous and hybrid dynamical (HD) systems subject to stochastic noise and state constraints. Solutions…

We study optimal stochastic control problems of general coupled systems of forward-backward stochastic differential equations with jumps. By means of the It\^o-Ventzell formula the system is transformed to a controlled backward stochastic…