The study of boundary value problems and optimal control in fluid dynamics constitutes a vital area in applied mathematics and engineering. These techniques form the foundation for formulating and ...
"We are surrounded by a huge number of systems - biological, technical, economic, which we can influence, which we can control. The task is to do it optimally, for example, reaching the desired point ...
The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
We analyze the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schrödinger equation perturbed by a linear multiplicative Wiener ...