Synthesis of stochastic optimal control for a convex optimization problem in Hilbert spaces
Si studia il problema della sintesi per un problema di controllo stocastico con equazione di stato lineare e funzione costo convessa.
Si studia il problema della sintesi per un problema di controllo stocastico con equazione di stato lineare e funzione costo convessa.
An existence and regularity theorem is proved for integral equations of convolution type which contain hysteresis nonlinearities. On the basis of this result, frequency-domain stability criteria are derived for feedback systems with a linear infinite-dimensional system in the forward path and a hysteresis nonlinearity in the feedback path. These stability criteria are reminiscent of the classical circle criterion which applies to static sector-bounded nonlinearities. The class of hysteresis operators...
An existence and regularity theorem is proved for integral equations of convolution type which contain hysteresis nonlinearities. On the basis of this result, frequency-domain stability criteria are derived for feedback systems with a linear infinite-dimensional system in the forward path and a hysteresis nonlinearity in the feedback path. These stability criteria are reminiscent of the classical circle criterion which applies to static sector-bounded nonlinearities. The class of hysteresis operators...
A dynamic system with structural damping described by partial differential equations is investigated. The system is first converted to an abstract evolution equation in an appropriate Hilbert space, and the spectral and semigroup properties of the system operator are discussed. Finally, the well-posedness and the asymptotical stability of the system are obtained by means of a semigroup of linear operators.
In this paper we examine the stability of an irrigation canal system. The system considered is a single reach of an irrigation canal which is derived from Saint-Venant's equations. It is modelled as a system of nonlinear partial differential equations which is then linearized. The linearized system consists of hyperbolic partial differential equations. Both the control and observation operators are unbounded but admissible. From the theory of symmetric hyperbolic systems, we derive the exponential...
An introduction to the worst scenario method is given. We start with an example and a general abstract scheme. An analysis of the method both on the continuous and approximate levels is discussed. We show a possible incorporation of the method into the fuzzy set theory. Finally, we present a survey of applications published during the last decade.
In this paper we consider a general class of systems determined by operator valued measures which are assumed to be countably additive in the strong operator topology. This replaces our previous assumption of countable additivity in the uniform operator topology by the weaker assumption. Under the relaxed assumption plus an additional assumption requiring the existence of a dominating measure, we prove some results on existence of solutions and their regularity properties both for linear and semilinear...
In this work, we introduce and examine the notion of domination for a class of linear distributed systems. This consists in studying the possibility to make a comparison between input or output operators. We give the main algebraic properties of such relations, as well as characterizations of exact and weak domination. We also study the case of actuators, and various situations are examined. Applications and illustrative examples are also given. By duality, we extend this study to observed systems....
We survey the literature on well-posed linear systems, which has been an area of rapid development in recent years. We examine the particular subclass of conservative systems and its connections to scattering theory. We study some transformations of well-posed systems, namely duality and time-flow inversion, and their effect on the transfer function and the generating operators. We describe a simple way to generate conservative systems via a second-order differential equation in a Hilbert space....
We study a class of hyperbolic partial differential equations on a one dimensional spatial domain with control and observation at the boundary. Using the idea of feedback we show these systems are well-posed in the sense of Weiss and Salamon if and only if the state operator generates a C0-semigroup. Furthermore, we show that the corresponding transfer function is regular, i.e., has a limit for s going to infinity.