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 and homogenization techniques have emerged as pivotal tools in analysing boundary value problems characterised by complex geometries and heterogeneous materials. In this ...

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 ...