Optimal control problem: A mathematical framework for determining control functions that minimise (or maximise) a cost functional subject to constraints imposed by differential equations.

WEI GONG, NINGNING YAN, FINITE ELEMENT APPROXIMATIONS OF PARABOLIC OPTIMAL CONTROL PROBLEMS WITH CONTROLS ACTING ON A LOWER DIMENSIONAL MANIFOLD, SIAM Journal on Numerical Analysis, Vol. 54, No. 2 ...

Ruoting Gong, Chenchen Mou, Andrzej Święch, STOCHASTIC REPRESENTATIONS FOR SOLUTIONS TO PARABOLIC DIRICHLET PROBLEMS FOR NONLOCAL BELLMAN EQUATIONS, The Annals of Applied Probability, Vol. 29, No. 6 ...