We study the stochastic model for bioremediation in a bioreactor with ideal mixing. The dynamics of the examined system is described by stochastic differential equations. We consid...
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
In many real-life applications of optimal control problems with constraints in form of partial differential equations (PDEs), hyperbolic equations are involved which typically desc...
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
— In this paper, we study an optimal control problem arising in plasma transport which is governed by a singularly perturbed system. Time-scale separation allows us to focus on a...