相关论文: Optimally coupling the Kolmogorov diffusion, and r…

In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…

Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities of the coupling time attain the total variation lower bound (Aldous bound) uniformly for all time. Markovian (or immersion) couplings are…

Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…

In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…

This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffusion coefficient. We prove that the relaxed state process,…

This paper describes an optimization framework to control a distributed parameter system (DPS) using a team of mobile actuators. The framework simultaneously seeks optimal control of the DPS and optimal guidance of the mobile actuators such…

We consider the Vlasov-Poisson system that is equipped with an external magnetic field to describe the time evolution of the distribution function of a plasma. An optimal control problem where the external magnetic field is the control…

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we…

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

Guidance is a cornerstone of modern diffusion models, playing a pivotal role in conditional generation and enhancing the quality of unconditional samples. However, current approaches to guidance scheduling--determining the appropriate…

The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…

Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

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…

Optical techniques have been employed to coherently control the quantum transport through nanojunctions. Conventional works on optical control of quantum transport usually applied a tailored electrical pulses to perform specific tasks. In…

We investigate smooth and sparse optimal control problems for convective FitzHugh-Nagumo equation with travelling wave solutions in moving excitable media. The cost function includes distributed space-time and terminal observations or…

We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…