Optimal control problems in differential equations concern the formulation and solution of problems where the objective is to determine a control function that optimises a given performance criterion, ...
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 ...
Without resorting to dynamic programming, we determine the decumulation strategy for the holder of a defined contribution pension plan. We formulate this as a constrained stochastic optimal control ...
The Riemann problem for a two-dimensional hyperbolic system of pressureless gas dynamics equations is considered here. Riemann solutions are constructed for any piecewise-constant initial data having ...
If you had to design a bird or dolphin drone from scratch, how would you build the wings? That’s the question that Florida State University Assistant Professor of Mathematics Nick Moore posed in a new ...