7 papers
Stochastic Control of Addiction with State-Dependent Jump Relapse
Dounia Aissi, Ioana Ciotir, Dan Goreac +1
We study a continuous-time rational addiction model where addiction capital follows a piecewise deterministic Markov process with state-dependent jumps capturing relapse and recove…
Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
Ioana Ciotir, Nicolas Forcadel, Piero Visconti +1
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order…
Stochastic evolution equations with nonlinear diffusivity, recent progress and critical cases
Ioana Ciotir, Dan Goreac, Jonas M. Tölle
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises…
The Stefan problem with mushy region as a scaling limit of stochastic PDE with turbulent transport
Ioana Ciotir, Franco Flandoli, Dan Goreac
This work establishes a scaling limit theorem for the Stefan problem incorporating a mushy region, demonstrating that solutions to stochastic variants with turbulent transport term…
An Existence Result for a Stochastic Stefan Problem With Mushy Region and Turbulent Transport Noise
Ioana Ciotir, Franco Flandoli, Dan Goreac
This work is devoted to the proof of the existence of a martingale solution for a complex version of the stochastic Stefan problem. This particular formulation incorporates two imp…
A Stochastic Porous Media Schr{ö}dinger Equation: Feynman-type Motivation, Well-Posedness and Control Interpretation
Ioana Ciotir, Dan Goreac, Juan Li +1
This paper's aim is threefold. First, using Feynman's path approach to the derivation of theclassical Schr{ö}dinger's equation in [6] and by introducing a slight path (or wave) de…