Related papers: Riccati-feedback Control of a Two-dimensional Two-…
In this paper we present a numerical solution of a one-phase 1D fractional Stefan problem with Caputo derivative with respect to time variable. In the proposed approach, we use a front fixing method and the algorithm of numerical…
In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…
We investigate the regulator problem (tracking and disturbance rejection) for a system (plant) described by a boundary controlled anti-stable linear one-dimensional Schrodinger equation, using the backstepping approach. The output to be…
The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…
A brief review of the Stefan problem of solidification from a mixture, and its main numerical solution methods is given. Simulation of this problem in 2D or 3D is most practically done on a regular grid, where a sharp solid-liquid interface…
One proves that the moving interface of a two-phase Stefan problem on $\ooo\subset\rr^d$, $d=1,2,3,$ is controllable at the end time $T$ by a Neumann boundary controller $u$. The phase-transition region is a mushy region $\{\sigma^u_t;\…
We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…
In this paper, we study linear-quadratic control problems for stochastic Volterra integral equations with singular and non-convolution-type coefficients. The weighting matrices in the cost functional are not assumed to be non-negative…
In this chapter we consider different approximations for the one-dimensional one-phase Stefan problem corresponding to the fusion process of a semi-infinite material with a temperature boundary condition at the fixed face and non-linear…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
Even for known nonlinear dynamical systems, feedback controller synthesis is a difficult problem that often requires leveraging the particular structure of the dynamics to induce a stable closed-loop system. For general nonlinear models,…
We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…
This paper gives a new solution to the output feedback H_2 model matching problem for a large class of delayed information sharing patterns. Existing methods for such problems typically reduce the decentralized problem to a centralized…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…
We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…
This paper addresses the stabilization of dynamical systems in the infinite horizon optimal control setting using nonlinear feedback control based on State-Dependent Riccati Equations (SDREs). While effective, the practical implementation…
An oblique projections based feedback stabilizability result in the literature is extended to a larger class of reaction-convection terms. A discussion is presented including a comparison between explicit oblique projections base feedback…