in this paper, the optimal boundary control problem for distributed parabolic systems, involving second orderoperator with an infinite number of variables, in which constant lags appear in the integral form both in the state equations and in the boundary condition is considered. some specific properties of the optimal control arediscussed.

‎in this paper‎, ‎we consider the optimal asset control of a financial company which can control its liquid reserves by paying dividends and by issuing new equity‎. ‎we assume that the liquid surplus of the company in the absence of control is modeled by the diffusion model‎. ‎it is a hot topic to maximize the expected present value of dividends payout minus equity issuance until the time of ba...

In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive nonlinear control problem. ILEG allows to find risk sensitive policies and thus generalizes previous algorithms to solve nonlinear optimal control based on iter...

We optimize finite-time stochastic heat engines with a periodically scaled Hamiltonian under experimentally motivated constraints on the bath temperature $T$ and scaling parameter $\lambda$. present general geometric proof that maximum-efficiency protocols for $\lambda$ are piecewise constant, alternating between maximum minimum allowed values. When is restricted to small range system close equ...

For a broad class of nonlinear regression models we investigate the local Eand c-optimal design problem. It is demonstrated that in many cases the optimal designs with respect to these optimality criteria are supported at the Chebyshev points, which are the local extrema of the equi-oscillating best approximation of the function f0 ≡ 0 by a normalized linear combination of the regression functi...