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The Stochastic Linear Quadratic Optimal Control Problem on Hilbert Spaces: The Case of Non-analytic Systems

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (3)

the BD signaling matrix based on the criterion of minimizing the AmBC system bit-error-rate (BER) performance. The derived signaling matrices combine ......

Analysis of the Finite-State Ergodic Master Equation

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (3)

Mean field games model equilibria in games with a continuum of players as limiting systems of symmetric n-player games with weak interaction between t......

The Clarke Coderivative of the Frontier Map in a Multi-objective Optimal Control Problem

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (2)

Motivated by our recent works on the efficient point multifunction in multi-objective parametric optimal control problems with nonconvex cost function......

Long-Time Behavior of a Nonlinearly-Damped Three-Layer Rao-Nakra Sandwich Beam

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (2)

In this paper, a three-layer Rao-Nakra sandwich beam is considered where the core viscoelastic layer is constrained by the purely elastic or piezoelec......

Functional Law of Large Numbers and PDEs for Epidemic Models with Infection-Age Dependent Infectivity

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (3)

We study epidemic models where the infectivity of each individual is a random function of the infection age (the elapsed time since infection). To des......

On the Maximum Principle for Optimal Control Problems of Stochastic Volterra Integral Equations with Delay

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (3)

In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integ......

Error Estimates for Fractional Semilinear Optimal Control on Lipschitz Polytopes

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (2)

We adopt the integral definition of the fractional Laplace operator and analyze solution techniques for fractional, semilinear, and elliptic optimal c......

Asymptotic Behavior of an Adapted Implicit Discretization of Slowly Damped Second Order Dynamical Systems

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (2)

In the context of damped second order linear dynamical systems, we study the asymptotic behavior of a time discretization of a slowly damped different......

Optimal Temperature Distribution for a Nonisothermal Cahn-Hilliard System with Source Term

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (2)

In this note, we study the optimal control of a nonisothermal phase field system of Cahn-Hilliard type that constitutes an extension of the classical ......

Infinite Horizon Optimal Control for a General Class of Semilinear Parabolic Equations

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (2)

A class of infinite horizon optimal control problems subject to semilinear parabolic equations is investigated. First and second order optimality cond......

Optimal Control of Hughes' Model for Pedestrian Flow via Local Attraction

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (3)

We discuss the control of a human crowd whose dynamics is governed by a regularized version of Hughes' model, cf. Hughes (Transp Res Part B: Methodol ......

A Simple City Equilibrium Model with an Application to Teleworking

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (2)

We propose a simple semi-discrete spatial model where rents, wages and the density of population in a city can be deduced from free-mobility and equil......

Optimal Control of Nonlocal Continuity Equations: Numerical Solution

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 88 (3)

The paper addresses an optimal ensemble control problem for nonlocal continuity equations on the space of probability measures. We admit the general n......

Stochastic Collocation Method for Stochastic Optimal Boundary Control of the Navier-Stokes Equations

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (1)

We consider the optimal control of a system governed by the Navier-Stokes equations with stochastic Dirichlet boundary conditions. Control conditions ......

A Primal-Dual Partial Inverse Algorithm for Constrained Monotone Inclusions: Applications to Stochastic Programming and Mean Field Games

期刊: APPLIED MATHEMATICS AND OPTIMIZATION, 2023; 87 (2)

In this work, we study a constrained monotone inclusion involving the normal cone to a closed vector subspace and a priori information on primal solut......

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