Optimal control problems and variational inequalities form a rich interdisciplinary area that bridges the disciplines of mathematical analysis, numerical methods and engineering applications. At its ...
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 ...
The Takagi--Sugeno (T--S) fuzzy descriptor system offers a promising avenue for controlling non-linear systems but lacks optimal control strategies. Moreover, while robust control methods have been ...