Displaying similar documents to “Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials”

On adaptive control of a partially observed Markov chain

Giovanni Di Masi, Łukasz Stettner (1994)

Applicationes Mathematicae

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A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm...

Efficient algorithm to solve optimal boundary control problem for Burgers' equation

Alaeddin Malek, Roghayeh Ebrahim Nataj, Mohamad Javad Yazdanpanah (2012)

Kybernetika

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In this paper, we propose a novel algorithm for solving an optimal boundary control problem of the Burgers' equation. The solving method is based on the transformation of the original problem into a homogeneous boundary conditions problem. This transforms the original problem into an optimal distributed control problem. The modal expansion technique is applied to the distributed control problem of the Burgers' equation to generate a low-dimensional dynamical system. The control parametrization...

Approximation theorems of Wong-Zakai type for stochastic differential equations in infinite dimensions

Krystyna Twardowska

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Some generalizations of the approximation theorem of Wong-Zakai type for stochastic differential equations are examined. One of them deals with functional stochastic differential equations defined on some spaces of continuous functions. The second one concerns the situations when the state space and the Wiener process have values in some Hilbert spaces. The comparison of these results as well as some examples are also included. The correction terms computed here are then applied to the...

High-Order Control Variations and Small-Time Local Controllability

Krastanov, Mikhail (2010)

Serdica Journal of Computing

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The importance of “control variations” for obtaining local approximations of the reachable set of nonlinear control systems is well known. Heuristically, if one can construct control variations in all possible directions, then the considered control system is small-time locally controllable (STLC). Two concepts of control variations of higher order are introduced for the case of smooth control systems. The relation between these variations and the small-time local controllability is...