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 ...

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 ...