相关论文: A homing problem for diffusion processes with cont…

This paper addresses a nonlinear partial differential control system arising in population dynamics. The system consist of three diffusion equations describing the evolutions of three biological species: prey, predator, and food for the…

In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…

This paper addresses the study of the hierarchical control for the one-dimensional wave equation in intervals with a moving boundary. This equation models the motion of a string where an endpoint is fixed and the other one is moving. When…

We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

Controlling the dispersion of a subset of decision variables in an optimization problem is crucial for enforcing fairness or load-balancing across a wide range of applications. Building on the well-known equivalence of finite-dimensional…

We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…

In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…

We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…

We consider the nonlinear optimal control of bypass transition in a boundary layer flow subjected to a pair of free stream vortical perturbations using a receding horizon approach. The optimal control problem is solved using the Lagrange…

We consider a class of diffusions controlled through the drift and jump size, and driven by a jump L\'evy process and a nondegenerate Wiener process, and we study infinite horizon (ergodic) risk-sensitive control problem for this model. We…

We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our objective is to show near optimality of optimal policies…

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

This paper discusses the approximate controllability of a fractional differential control problem driven by a nonlinear hemivariational inequality in a Hilbert space. First, we prove the existence of a mild solution for a fractional control…

We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

In this paper we study the controllability of an artificial advection-diffusion system through the boundary. Suitable Carleman estimates give us the observability on the adjoint system in the one dimensional case. We also study some basic…

This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…