相关论文: Solving two-point boundary value problems using ge…

We apply advanced methods of control theory to open quantum systems and we determine finite-time processes which are optimal with respect to thermodynamic performances. General properties and necessary conditions characterizing optimal…

In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…

In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…

We formulate a path-dependent stochastic optimal control problem under general conditions, for which weprove rigorously the dynamic programming principle and that the value function is the unique Crandall-Lions viscosity solution of the…

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…

This paper presents a physics-informed machine learning approach for synthesizing optimal feedback control policy for infinite-horizon optimal control problems by solving the Hamilton-Jacobi-Bellman (HJB) partial differential equation(PDE).…

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic evolution equations in Hilbert…

This paper is a review of results which have been recently obtained by applying mathematical concepts drawn, in particular, from differential geometry and topology, to the physics of Hamiltonian dynamical systems with many degrees of…

We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…

This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

As countless examples show, it can be fruitful to study a sequence of complicated objects all at once via the formalism of generating functions. We apply this point of view to the homology and combinatorics of orbit configuration spaces:…

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…

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

We consider a class of exit time stochastic control problems for diffusion processes with discounted criterion, where the controller can utilize a given amount of resource, called "fuel". In contrast to the vast majority of existing…

This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…

The Hamilton-Jacobi equation in the sense of Poincar\'e, i.e. formulated in the extended phase space and including regularization, is revisited building canonical transformations with the purpose of Hamiltonian reduction. We illustrate our…

In optimal control problems of control-affine systems, whose solutions are bang-bang or singular type, verification of optimality using the Hamilton-Jacobi-Bellman (HJB) equation involves the computation of partial derivatives of switching…

This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…

In this paper, we identify a class of time-varying port-Hamiltonian systems that is suitable for studying problems at the intersection of statistical mechanics and control of physical systems. Those port-Hamiltonian systems are able to…