Displaying 281 – 300 of 461

Showing per page

Optimal control of impulsive stochastic evolution inclusions

N.U. Ahmed (2002)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper, we consider a class of infinite dimensional stochastic impulsive evolution inclusions driven by vector measures. We use stochastic vector measures as controls adapted to an increasing family of complete sigma algebras and prove the existence of optimal controls.

Optimal LQ-feedback control for a class of first-order hyperbolic distributed parameter systems

Ilyasse Aksikas, Joseph J. Winkin, Denis Dochain (2008)

ESAIM: Control, Optimisation and Calculus of Variations

The Linear-Quadratic (LQ) optimal control problem is studied for a class of first-order hyperbolic partial differential equation models by using a nonlinear infinite-dimensional (distributed parameter) Hilbert state-space description. First the dynamical properties of the linearized model around some equilibrium profile are studied. Next the LQ-feedback operator is computed by using the corresponding operator Riccati algebraic equation whose solution is obtained via a related matrix Riccati differential...

Currently displaying 281 – 300 of 461