相关论文: An obstacle control problem involving the p-Laplac…

We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…

We study obstacle problems for the regional fractional $p$-Laplacian in a domain $\Omega\subset\mathbb{R}^2$ having as fractal boundary the Koch snowflake. We prove well-posedness results for the solution of the obstacle problem, as well as…

We present a probabilistic approach to the obstacle problem for for the $p$-Laplace operator. The solutions are approximated by running processes determined by tug-of-war games plus noise, and letting the step size go to zero, not unlike…

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

In a wide class of the so called Obstacle Problems of parabolic type it is shown how to improve the optimal regularity of the solution and as a consequence how to obtain space-time regularity of the corresponding free boundary.

We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…

This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…

We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under consideration arises as the limit of some logistic-type equations. Our…

We consider a series of optimal control problems with 2-dimensional control lying in an arbitrary convex compact set $\Omega$. The considered problems are well studied for the case when $\Omega$ is a unit disc, but barely studied for…

We consider the problem of maximizing the first eigenvalue of the $p$-laplacian (possibly with non-constant coefficients) over a fixed domain $\Omega$, with Dirichlet conditions along $\partial\Omega$ and along a supplementary set $\Sigma$,…

We consider overdetermined boundary value problems for the $\infty$-Laplacian in a domain $\Omega$ of $\R^n$ and discuss what kind of implications on the geometry of $\Omega$ the existence of a solution may have. The classical…

We introduce a vertical type relaxation for optimal control problems which only have $L^1$-coercivity for their controls. Usually such problems feature both concentration and oscillation effects at the same time. We propose relaxing to an…

We prove that the solution operator of the classical unilateral obstacle problem on a nonempty open bounded set $\Omega \subset \mathbb{R}^d$, $d \in \mathbb{N}$, is Newton differentiable as a function from $L^p(\Omega)$ to $H_0^1(\Omega)$…

We consider an optimization problem related to elliptic PDEs of the form $-{\rm div}(a(x)\nabla u)=f$ with Dirichlet boundary condition on a given domain $\Omega$. The coefficient $a(x)$ has to be determined, in a suitable given class of…

We prove a higher regularity result for the free boundary in the obstacle problem for the fractional Laplacian via a higher order boundary Harnack inequality.

An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

Optimized certainty equivalents (OCEs) is a family of risk measures widely used by both practitioners and academics. This is mostly due to its tractability and the fact that it encompasses important examples, including entropic risk…

Developing controllers for obstacle avoidance between polytopes is a challenging and necessary problem for navigation in tight spaces. Traditional approaches can only formulate the obstacle avoidance problem as an offline optimization…

The focus of this paper is on a thin obstacle problem where the obstacle is defined on the intersection between a hyper-plane $\Gamma$ in $\mathbb{R}^n$ and a periodic perforation $\mathcal{T}_\varepsilon$ of $\mathbb{R}^n$, depending on a…