Displaying similar documents to “Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming”

Infinite dimensional uncertain dynamic systems on Banach spaces and their optimal output feedback control

N.U. Ahmed (2015)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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In this paper we consider a class of partially observed semilinear dynamic systems on infinite dimensional Banach spaces subject to dynamic and measurement uncertainty. The problem is to find an output feedback control law, an operator valued function, that minimizes the maximum risk. We present a result on the existence of an optimal (output feedback) operator valued function in the presence of uncertainty in the system as well as measurement. We also consider uncertain stochastic systems...

Stochastic diffrential equations on Banach spaces and their optimal feedback control

(2012)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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In this paper we consider stochastic differential equations on Banach spaces (not Hilbert). The system is semilinear and the principal operator generating a C₀-semigroup is perturbed by a class of bounded linear operators considered as feedback operators from an admissible set. We consider the corresponding family of measure valued functions and present sufficient conditions for weak compactness. Then we consider applications of this result to several interesting optimal feedback control...

Optimal control of ∞-dimensional stochastic systems via generalized solutions of HJB equations

N.U. Ahmed (2001)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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In this paper, we consider optimal feedback control for stochastc infinite dimensional systems. We present some new results on the solution of associated HJB equations in infinite dimensional Hilbert spaces. In the process, we have also developed some new mathematical tools involving distributions on Hilbert spaces which may have many other interesting applications in other fields. We conclude with an application to optimal stationary feedback control.

Fixed poles of H 2 optimal control by measurement feedback

Jean-François Camart, Basilio del-Muro-Cuéllar, Michel Malabre (2002)

Kybernetika

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This paper is concerned with the flexibility in the closed loop pole location when solving the H 2 optimal control problem (also called the H 2 optimal disturbance attenuation problem) by proper measurement feedback. It is shown that there exists a precise and unique set of poles which is present in the closed loop system obtained by any measurement feedback solution of the H 2 optimal control problem. These “ H 2 optimal fixed poles” are characterized in geometric as well as structural terms....

Optimal feedback control proportional to the system state can be found for non-causal descriptor systems

Galina Kurina (2002)

International Journal of Applied Mathematics and Computer Science

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Optimal feedback control depending only on the system state is constructed for a control problem by the non-causal descriptor system for which optimal feedback control depending on state derivatives was considered in the paper (Meuller, 1998). To this end, a non-symmetric solution of the algebraic operator Riccati equation is used.

Adaptive control for sequential design

Roland Gautier, Luc Pronzato (2000)

Discussiones Mathematicae Probability and Statistics

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The optimal experiment for estimating the parameters of a nonlinear regression model usually depends on the value of these parameters, hence the problem of designing experiments that are robust with respect to parameter uncertainty. Sequential designpermits to adapt the experiment to the value of the parameters, and can thus be considered as a robust design procedure. By designing theexperiments sequentially, one introduces a feedback of information, and thus dynamics, into the design...