相关论文: Optimal Control of an Interconnected SDE -Paraboli…
The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…
We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…
A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function…
Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…
We consider optimal distributed controller synthesis for an interconnected system subject to communication constraints, in linear quadratic settings. Motivated by the problem of finite heavy duty vehicle platooning, we study systems…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
This paper considers the problem of finite dimensional output feedback H-infinity control for a class of nonlinear spatially distributed processes (SDPs) described by highly dissipative partial differential equations (PDEs), whose state is…
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…
This paper addresses the stabilization of a chain of three coupled hyperbolic partial differential equations actuated by two control inputs applied at arbitrary nodes of the network. With the exception of configurations where one input is…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…
In this paper, we introduce a novel pseudospectral method for the numerical solution of optimal control problems governed by a parabolic distributed parameter system. The infinite-dimensional optimal control problem is reduced into a…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…
In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBS{\Delta}Ss). Two types of FBS{\Delta}Ss are investigated. The first one is described by a partially…
The present paper develops an optimal linear quadratic boundary controller for $2\times2$ linear hyperbolic partial differential equations (PDEs) with actuation on only one end of the domain. First-order necessary conditions for optimality…
We study a stochastic optimal control problem for fully coupled forward-backward stochastic control systems with a nonempty control domain. For our problem, the first-order and second-order variational equations are fully coupled linear…
A central goal of thermodynamics is to identify optimal processes during which the least amount of energy is dissipated into the environment. Generally, even for simple systems, such as the parametric harmonic oscillator, optimal control…