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We introduce a control design and analysis framework for micro-macro, boundary control of large-scale, $n+m$ hyperbolic PDE systems. Specifically, we develop feedback laws for stabilization of hyperbolic systems at the micro level (i.e., of…

最优化与控制 · 数学 2025-10-15 Jukka-Pekka Humaloja , Nikolaos Bekiaris-Liberis

We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…

概率论 · 数学 2025-11-25 Ayoub Laayoun , Badr Missaoui

In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…

最优化与控制 · 数学 2022-08-16 Ying Hu , Shanjian Tang , Zuo Quan Xu

In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…

最优化与控制 · 数学 2018-01-08 Getachew K. Befekadu

The paper addresses the boundary control of a class of hyperbolic PDEs, based on an equivalent representation in terms of an integral-difference equation. The situation is considered where direct compensation of reflection terms induces a…

最优化与控制 · 数学 2026-03-24 Wim Michiels , Federico Bribiesca-Argomedo , Jean Auriol

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

最优化与控制 · 数学 2024-01-17 Yuhang Li , Yuecai Han

In this paper, we discuss the distributed control problem governed by the following parabolic integro-differential equation (PIDE) in the abstract form \begin{eqnarray*} \frac{\partial y}{\partial t} + A y &=& \int_0^t B(t, s) y(s) ds + Gu,…

最优化与控制 · 数学 2016-06-14 Anil Kumar , Amiya K. Pani , Mohan C. Joshi

Selected results for the stability and optimal control of abstract switched systems in Banach and Hilbert space are reviewed. The dynamics are typically given in a piecewise sense by a family of nonlinearly perturbed evolutions of strongly…

最优化与控制 · 数学 2018-02-23 Falk M. Hante

In this article, we investigate the problem of exponential stabilization via output feedback for a cascaded system composed of an ordinary differential equation (ODE) and a wave partial differential equation (PDE) under boundary control.…

最优化与控制 · 数学 2026-05-12 Zhan-Dong Mei , Lan-Xi Tang

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

机器学习 · 计算机科学 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…

最优化与控制 · 数学 2022-12-05 Tanya Veeravalli , Maxim Raginsky

We consider a decentralized bidirectional control of a platoon of N identical vehicles moving in a straight line. The control objective is for each vehicle to maintain a constant velocity and inter-vehicular separation using only the local…

最优化与控制 · 数学 2016-11-15 Prabir Barooah , Prashant G. Mehta , Joao P Hespanha

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

系统与控制 · 计算机科学 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

This paper studies set-invariance and stabilization of hyperbolic sets over rate-limited channels for discrete-time control systems. We first investigate structural and control-theoretic properties of hyperbolic sets, in particular such…

最优化与控制 · 数学 2021-05-20 Christoph Kawan

A solution to the suboptimal $H^\infty$-control problem is given for a class of hyperbolic partial differential equations (PDEs). The first result of this manuscript shows that the considered class of PDEs admits an equivalent…

最优化与控制 · 数学 2025-01-16 Anthony Hastir , Birgit Jacob , Hans Zwart

A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

最优化与控制 · 数学 2016-11-15 Xiaodong Xu , Stevan Dubljevic

This paper investigates the mean square exponential stabilization problem for a class of coupled PDE-ODE systems with Markov jump parameters. The considered system consists of multiple coupled hyperbolic PDEs and a finite-dimensional ODE,…

最优化与控制 · 数学 2025-08-06 Kaijing Lyu , Umberto Biccari , Junmin Wang

This paper considers the backstepping design of state feedback controllers for coupled linear parabolic partial integro-differential equations (PIDEs) of Volterra-type with distinct diffusion coefficients, spatially-varying parameters and…

最优化与控制 · 数学 2017-12-25 Joachim Deutscher , Simon Kerschbaum

We consider a system of linear hyperbolic PDEs where the state at one of the boundary points is controlled using the measurements of another boundary point. Because of the disturbances in the measurement, the problem of designing dynamic…

系统与控制 · 计算机科学 2017-07-25 Aneel Tanwani , Christophe Prieur , Sophie Tarbouriech

We propose a time domain decomposition approach to optimal control of partial differential equations (PDEs) based on semigroup theoretic methods. We formulate the optimality system consisting of two coupled forward-backward PDEs, the state…

最优化与控制 · 数学 2025-07-11 Bálint Farkas , Birgit Jacob , Manuel Schaller , Merlin Schmitz