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, ...

Optimal control problems, which form a central pillar in applied mathematics and engineering, involve determining control strategies that steer physical, economic or biological systems to achieve a ...

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 ...

Model Predictive Control (MPC) is a modern feedback law that generates the control signal by solving an optimal control problem at each sampling time. This approach is capable of maximizing a certain ...