期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (4)
In this paper, we introduce a new infinite horizon domination-monotonicity framework. In this framework, by the method of continuation and some subtle......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (4)
In this paper, we devote our attention to the liquidity and risk management of a firm who faces two types of risks: a Poisson risk that can be insured......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (3)
This paper studies finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manag......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
In this paper, we study an optimal control problem for a macroscopic mechanical tumor model based on the phase field approach. The model couples a Cah......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations.......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (4)
This paper studies the stochastic input-to-state stability (SISS) of a class of impulsive stochastic nonlinear systems in Hilbert spaces. By construct......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
In this paper, the stability problem for a class of switched dynamic systems with logic switching signals is investigated. Emphasis is placed on the s......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (4)
In this paper we study a distributed consensus problem under the G-expectation. Each agent is with a first-order integrator dynamics and can only acce......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
This paper examines mean field linear-quadratic-Gaussian social optimum control with volatility-uncertain common noise. The diffusion terms in the dyn......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
We develop the compactification method to prove the existence of an optimal control for multidimensional stochastic processes with regime-switching. W......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
In this paper, we investigate a generalized nonlinear quasi-hemivariational inequality (QHI) involving a multivalued map in a Banach space. Under gene......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (3)
This paper studies stability of stochastic impulsive switched systems with deterministic state-dependent impulses and switches. Here, "deterministic s......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
This paper studies the time optimal control problem for systems of heat equations coupled by a pair of constant matrices. The control constraint is of......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming a controllability/stabilizability con......
期刊： SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (2)
We study infinite-time admissibility and infinite-time exact observability of Volterra systems in Hilbert spaces using a Hardy space approach, with an......
