相关论文: Approximation of Optimal Control Surfaces for the …
Stochastic models are widely used to investigate the spread of epidemics in a complex environment. This paper extends a deterministic SAIRS epidemic model to a stochastic case with limited patient capacity and exposure. We first study the…
This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the…
This paper studies a {\it reversible} investment problem where a social planner aims to control its capacity production in order to fit optimally the random demand of a good. Our model allows for general diffusion dynamics on the demand as…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…
We study the diffusion process in a Heisenberg chain with correlated spatial disorder, with a power spectrum in the momentum space behaving as $k^{-\beta}$, using a stochastic description. It establishes a direct connection between the…
Stochastic interactions generically enhance self-diffusivity in living and biological systems, e.g. optimizing navigation strategies and controlling material properties of cellular tissues and bacterial aggregates. Despite this, the…
A model for the development of turbulent shear flows, created by non-uniform parallel flows in a confining channel, is used to identify the diffuser shape that maximises pressure recovery when the inflow is non-uniform. Wide diffuser angles…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
In this note, we give the stochastic maximum principle for optimal control of stochastic PDEs in the general case (when the control domain need not be convex and the diffusion coefficient can contain a control variable).
Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…
We consider the optimal control problem governed by diffusion convection reaction equation without control constraints. The proper orthogonal decomposition(POD) method is used to reduce the dimension of the problem. The POD method may be…
This paper develops a model for the bid and ask prices of a European type asset by formulating a stochastic control problem. The state process is governed by a modified geometric Brownian motion whose drift and diffusion coefficients depend…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
Discrete time, spatially extended models play an important role in ecology, modelling population dynamics of species ranging from micro-organisms to birds. An important question is how 'bottom up', individual-based models can be…
We analyse a dynamic control problem for scalar reaction-diffusion equations, focusing on the emulation of pattern formation through the selection of appropriate active controls. While boundary controls alone prove inadequate for…
The paper is devoted to the approximate consensus problem for networks of nonlinear agents with switching topology, noisy and delayed measurements. In contrast to the existing stochastic approximation-based control algorithms (protocols), a…