Optimal control of direction of reflection for jump diffusions

Keywords: Bilinear optimal control, Lojasiewicz inequality, Monotonic schemes, Quantum systems, Schr¨odinger equation.. AMS Classification:

Section 3 contains a notion of a local quadratic growth condition of the Hamiltonian at the presence of control constraints and a formulation of generalized strengthened

In this article, we approximate the invariant distribution ν of an ergodic Jump Diffusion driven by the sum of a Brownian motion and a Compound Poisson process with sub-Gaussian

Bergounioux, Optimal control of abstract elliptic variational inequalities with state constraints,, to appear, SIAM Journal on Control and Optimization, Vol. Tiba, General

In the second section we prove that the value function is a viscosity solution of (HJBI) in the sense of Definition 3, and a uniqueness result for the solutions of this

Thanks to a reformulation within a control theory framework, the design of axisymmetric wind instruments has been revisited. It has been shown that in order for an oscillation regime

We first penalize the state equation and we obtain an optimization problem with non convex constraints, that we are going to study with mathematical programming methods once again

From a mathematical point of view, this problem can be formulated as a time optimal control problem with state and control constraints, where the control variable (T 1 , T 2 , ρ 1 , ρ