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, ...

SIAM Journal on Numerical Analysis, Vol. 54, No. 2 (2016), pp. 1229-1262 (34 pages) This paper is devoted to the study of finite element approximations to parabolic optimal control problems with ...

"We are surrounded by a huge number of systems - biological, technical, economic, which we can influence, which we can control. The task is to do it optimally, for example, reaching the desired point ...

We prove a stochastic representation formula for the viscosity solution of Dirichlet terminal-boundary value problem for a degenerate Hamilton–Jacobi–Bellman integro-partial differential equation in a ...