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Dan Goreac

Professeur agrégé
Faculté des sciences et de génie
École d'actuariat

dan.goreac@act.ulaval.ca

Consulter l'ORCID de Dan Goreac

Disponible pour l'encadrement

Domaines de recherche

  • Calcul des variations, théorie des systèmes et théorie du contrôle
  • Théorie des jeux et contrôle optimal
  • Systèmes de contrôle non linéaires et hybrides
  • Équations différentielles ordinaires et équations aux dérivées partielles
  • Équations intégrales en mathématiques appliquées
  • Modélisation et simulation mathématiques
  • Optimisation mathématique
  • Physique mathématique
  • Mathématiques appliquées, n.c.a.
  • Sciences actuarielles et finance mathématique
  • Modèles mathématiques et statistiques de l'évolution
  • Théorie des probabilités

  • Centre interdisciplinaire en modélisation mathématique de l’Université Laval

Mathematical control of real-world inspired systems with hybrid stochastic characteristics

Programme: Subventions à la découverte SD (individuelles et d'équipe)

Organisme(s) subventionnaire(s): Conseil de recherches en sciences naturelles et génie Canada

Type de financement: Subvention

Établissement tête: Université Laval

Du 1 avril 2025 au 31 mars 2030

  • Ruben Ange Mathis Chenevat, Stage post-doctoral en actuariat

Travaux de recherche des 5 dernières années

Controllability Concepts for Mean-Field Dynamics with Reduced-Rank Coefficients SIAM Journal on Control and Optimization, 2026. Dan Goreac, Juan Li, Xinru Zhang. DOI 10.1137/25M1743120

Convergence of the solutions for a stochastic Stefan-type system with Robin boundary conditions Computational and Applied Mathematics, 2026. I. Ciotir, D. Goreac, J. Li, Y. Peng. DOI 10.1007/s40314-025-03491-6

A Relaxed Control Problem with \({\mathbb{L}^\infty }\) Cost and Jump Dynamics Motivated by Cyber Risks Insurance SIAM Journal on Control and Optimization, 2026. Dan Goreac, Juan Li, Pangbo Wang. DOI 10.1137/24M1682518

Inferring optimal policies from linear programming in insurance Scandinavian Actuarial Journal, 2026. Gao, G., Goreac, D., Li, J.. DOI 10.1080/03461238.2026.2666407

The Stefan Problem with Mushy Region as a Scaling Limit of Stochastic PDE with Turbulent Transport Journal of Dynamics and Differential Equations, 2026. Ciotir, I., Flandoli, F., Goreac, D.. DOI 10.1007/s10884-025-10478-8

LP techniques in the control of reflected jump systems and their relevance for epidemics Systems & Control Letters, 2025. Jiacheng Chen, Dan Goreac, Juan Li, Oana-Silvia Serea. DOI 10.1016/j.sysconle.2025.106195

Stochastic porous media equation with Robin boundary conditions, gravity-driven infiltration and multiplicative noise Journal of Differential Equations, 2025. Ioana Ciotir, Dan Goreac, Juan Li, Antoine Tonnoir. DOI 10.1016/j.jde.2025.113363

A stochastic porous media Schrödinger equation: Feynman-type motivation, well-posedness and control interpretation Journal of Evolution Equations, 2025. Ioana Ciotir, Dan Goreac, Juan Li, Xinru Zhang. DOI 10.1007/s00028-024-01032-y

The stochastic fast logarithmic equation in Rd with multiplicative Stratonovich noise Journal of Mathematical Analysis and Applications, 2025. Ioana Ciotir, Reika Fukuizumi, Dan Goreac. DOI 10.1016/j.jmaa.2024.128786

Optimality of Vaccination for Prevalence-Constrained SIRS Epidemics Applied Mathematics & Optimization, 2025. Jiacheng Chen, Kexin Feng, Lorenzo Freddi, Dan Goreac, Juan Li. DOI 10.1007/s00245-024-10212-8

STOCHASTIC EVOLUTION EQUATIONS WITH NONLINEAR DIFFUSIVITY, RECENT PROGRESS AND CRITICAL CASES Arxiv, 2025. Ciotir, I., Goreac, D., Tölle, J.M.. DOI 10.48550/arXiv.2510.20471

The Stefan problem with mushy region as a scaling limit of stochastic PDE with turbulent transport Arxiv, 2025. Ciotir, I., Flandoli, F., Goreac, D.. DOI 10.48550/arXiv.2505.12847

Optimality of Vaccination for an SIR Epidemic with an ICU Constraint Journal of Optimization Theory and Applications, 2025. Della Rossa, M., Freddi, L., Goreac, D.. DOI 10.1007/s10957-024-02598-w

An Existence Result for a Stochastic Stefan Problem With Mushy Region and Turbulent Transport Noise Arxiv, 2025. Ciotir, I., Flandoli, F., Goreac, D.. DOI 10.48550/arXiv.2505.08500

Generating functions for irreversible Hamiltonian systems Journal of Geometry and Physics, 2025. Goreac, D., Kirchhoff, J., Maschke, B.. DOI 10.1016/j.geomphys.2025.105578

Controllability concepts for mean-field dynamics with reduced-rank coefficients Arxiv, 2025. Goreac, D., Li, J., Zhang, X.. DOI 10.48550/arXiv.2503.14278

A Relaxed Control Problem With L∞ Cost and Jump Dynamics Motivated by Cyber Risks Insurance Arxiv, 2025. Goreac, D., Li, J., Wang, P.. DOI 10.48550/arXiv.2511.07030

Generating functions for irreversible Hamiltonian systems Arxiv, 2024. Goreac, D., Kirchhoff, J., Maschke, B.. DOI 10.48550/arXiv.2404.04092

Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part II: Numerical aspects Applied Mathematics and Computation, 2024. Goreac, D., Li, J., Wang, P., Xu, B.. DOI 10.1016/j.amc.2024.128655

Optimal control under action duration constraint for non-convex dynamics Proceedings of the IEEE Conference on Decision and Control, 2024. Goreac, D., Rapaport, A.. DOI 10.1109/CDC56724.2024.10886472

OPTIMALITY OF VACCINATION FOR AN SIR EPIDEMIC WITH AN ICU CONSTRAINT Arxiv, 2024. Rossa, M.D., Freddi, L., Goreac, D.. DOI 10.48550/arXiv.2407.08425

$\mathbb {L}^{\infty }$/$\mathbb {L}^{1}$ duality results in optimal control problems IEEE Transactions on Automatic Control, 2024. Dan Goreac, Alain Rapaport. DOI 10.1109/tac.2024.3386097

Infinite Horizon Optimal Control of a SIR Epidemic Under an ICU Constraint Journal of Convex Analysis, 2024. Freddi, L., Goreac, D..

Improved regularity for the stochastic fast diffusion equation Electronic Communications in Probability, 2024. Ciotir, I., Goreac, D., Tölle, J.M.. DOI 10.1214/24-ECP575

Further results about L∞/L1 duality and applications to the SIR epidemiological model Proceedings of the IEEE Conference on Decision and Control, 2024. Goreac, D., Rapaport, A.. DOI 10.1109/CDC56724.2024.10885799

Return-to-Normality in a Piecewise Deterministic Markov SIR+V Model with Pharmaceutical and Non-pharmaceutical Interventions Applied Mathematics and Optimization, 2024. Goreac, D., Li, J., Wang, Y., Wang, Z.. DOI 10.1007/s00245-023-10087-1

Optimality conditions for $\mathbb {L}^p$ problems with reflected dynamics Banach Center Publications, 2024. Dan Goreac, Juan Li, Oana-Silvia Serea, Pangbo Wang. DOI 10.4064/bc127-4

Stochastic porous media equation with Robin boundary conditions, gravity-driven infiltration and multiplicative noise Arxiv, 2024. Ciotir, I., Goreac, D., Li, J., Tonnoir, A.. DOI 10.48550/arXiv.2405.12572

An Age of Infection Kernel, an R Formula, and Further Results for Arino–Brauer A, B Matrix Epidemic Models with Varying Populations, Waning Immunity, and Disease and Vaccination Fatalities Mathematics, 2023. Avram, F., Adenane, R., Basnarkov, L., Bianchin, G., Goreac, D., Halanay, A.. DOI 10.3390/math11061307

Controlled Compartmental Models with Time-Varying Population: Normalization, Viability and Comparison Journal of Optimization Theory and Applications, 2023. Avram, F., Freddi, L., Goreac, D., Li, J., Li, J.. DOI 10.1007/s10957-023-02274-5

The Stochastic Fast Logarithmic Equation In Rd With Multiplicative Stratonovich Noise Ssrn, 2023. Ciotir, I., Fukuizumi, R., Goreac, D.. DOI 10.2139/ssrn.4578931

IMPROVED REGULARITY FOR THE STOCHASTIC FAST DIFFUSION EQUATION Arxiv, 2023. Ciotir, I., Goreac, D., Tölle, J.M.. DOI 10.48550/arXiv.2310.01328

A Stochastic Porous Media Schrödinger Equation: Feynman-type Motivation, Well-Posedness and Control Interpretation Arxiv, 2023. Ciotir, I., Goreac, D., Li, J., Zhang, X.. DOI 10.48550/arXiv.2310.01017

Explicit mathematical epidemiology results on age renewal kernels and R0 formulas are often consequences of the rank one property of the next generation matrix Arxiv, 2023. Avram, F., Adenane, R., Goreac, D., Halanay, A..

Infinite horizon optimal control of a SIR epidemic under an ICU constraint Arxiv, 2023. Freddi, L., Goreac, D.. DOI 10.48550/arXiv.2306.10513

ON THE NEAR-VIABILITY PROPERTY OF CONTROLLED MEAN-FIELD FLOWS Numerical Algebra, Control and Optimization, 2023. Buckdahn, R., Goreac, D., Li, J.. DOI 10.3934/naco.2023004

State-constrained porous media control systems with application to stabilization Journal of Evolution Equations, 2023. Ciotir, I., Goreac, D., Munteanu, I.. DOI 10.1007/s00028-023-00874-2

On the Design Techniques for Safety Zones In Brownian-Driven Epidemic Models IFAC-PapersOnLine, 2023. Goreac, D., Li, J., Wang, Y.. DOI 10.1016/j.ifacol.2023.10.1723

L∞/L1 Duality Results In Optimal Control Problems Arxiv, 2023. Goreac, D., Rapaport, A.. DOI 10.48550/arXiv.2305.02585

On state-constrained porous-media systems with gradient-type multiplicative noise Asian Journal of Control, 2023. Ciotir, I., Goreac, D., Munteanu, I.. DOI 10.1002/asjc.3013

Asymptotic issues for porous media systems with linear multiplicative gradient-type noise via state constrained arguments Arxiv, 2022. Ciotir, I., Goreac, D., Ghe, I.M.. DOI 10.48550/arxiv.2201.13082

Corrigendum to “Optimal control of a SIR epidemic with ICU constraints and target objectives” (Applied Mathematics and Computation (2022) 418, (S0096300321008997), (10.1016/j.amc.2021.126816)) Applied Mathematics and Computation, 2022. Avram, F., Freddi, L., Goreac, D.. DOI 10.1016/j.amc.2022.127012

State-constrained porous media control systems with application to stabilization Arxiv, 2022. Ciotir, I., Goreac, D., Munteanu, I.. DOI 10.48550/arxiv.2201.08713

SIR Epidemics with State-Dependent Costs and ICU Constraints: A Hamilton–Jacobi Verification Argument and Dual LP Algorithms Applied Mathematics and Optimization, 2022. Freddi, L., Goreac, D., Li, J., Xu, B.. DOI 10.1007/s00245-022-09884-x

A Stochastic Jump Model for Epidemics with Demography, and Confinement and Vaccination Controls: Safety Zones and Algorithms ASCC 2022 - 2022 13th Asian Control Conference, Proceedings, 2022. Goreac, D., Li, J., Xu, B.. DOI 10.23919/ASCC56756.2022.9828120

Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects: Linearisation and Dual Algorithm for Mixed Control Problems in Reinsurance Applied Mathematics and Computation, 2022. GOREAC, D., LI, J., XU, B.. DOI 10.1016/j.amc.2022.127321

Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects Arxiv, 2022. Goreac, D., Li, J., Xu, B.. DOI 10.48550/arXiv.2206.10224

Optimal control of a SIR epidemic with ICU constraints and target objectives Applied Mathematics and Computation, 2022. Avram, F., Freddi, L., Goreac, D.. DOI 10.1016/j.amc.2021.126816

Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process Methodology and Computing in Applied Probability, 2022. Avram, F., Goreac, D., Adenane, R., Solon, U.. DOI 10.1007/s11009-021-09916-z

Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the cramér-lundberg process Arxiv, 2021. Avram, F., Goreac, D., Adenane, R., Solon, U.. DOI 10.48550/arxiv.2102.10107

Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer IMA Journal of Mathematical Control and Information, 2021. Avram, F., Goreac, D.. DOI 10.1093/imamci/dnaa036

Equity cost induced dichotomy for optimal dividends with capital injections in the cramér-lundberg model Mathematics, 2021. Avram, F., Goreac, D., Li, J., Wu, X.. DOI 10.3390/math9090931

Improved stability for linear SPDEs using mixed boundary/internal controls Systems and Control Letters, 2021. Goreac, D., Munteanu, I.. DOI 10.1016/j.sysconle.2021.105024

Reflected dynamics: Viscosity analysis for L<sup>∞</sup> cost, relaxation and abstract dynamic programming Journal of Differential Equations, 2021. Goreac, D., Hechaichi, H., Serea, O.-S..

SIR Epidemics With State-Dependent Costs and ICU Constraints: A Hamilton-Jacobi Verification Argument and Dual LP Algorithms Arxiv, 2021. Freddi, L., Goreac, D., Li, J., Xu, B.. DOI 10.48550/arXiv.2110.11625

On matrix-SIR Arino models with linear birth rate, loss of immunity, disease and vaccination fatalities, and their approximations Arxiv, 2021. Avram, F., Adenane, R., Basnarkov, L., Bianchin, G., Goreac, D., Halanay, A.. DOI 10.48550/arxiv.2112.03436

Optimal control of a SIR epidemic with ICU constraints and target objectives Arxiv, 2021. Avram, F., Freddi, L., Goreac, D.. DOI 10.48550/arxiv.2108.10589

Reflected dynamics: Viscosity analysis for L∞ cost, relaxation and abstract dynamic programming Journal of Differential Equations, 2021. Goreac, D., Hechaichi, H., Serea, O.-S.. DOI 10.1016/j.jde.2021.04.024

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