On the weight matrices of linear difference equations
On weak solutions of random differential inclusions.
One-sided approximation of Bayes rule and its application to regression model with Cauchy noise
On-line parameter and delay estimation of continuous-time dynamic systems
The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the...
On-line parameter estimation and two-level control of large-scale discrete time systems
Optimal control by means switchings
Optimal control for absolutely continuous stochastic processes and the mass transportation problem.
Optimal control for third degree polynomial systems.
Optimal control of a linear discrete system
Optimal control of a production system with inventory-level-dependent demand.
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
We are concerned with the optimal control of a nonlinear stochastic heat equation on a bounded real interval with Neumann boundary conditions. The specificity here is that both the control and the noise act on the boundary. We start by reformulating the state equation as an infinite dimensional stochastic evolution equation. The first main result of the paper is the proof of existence and uniqueness of a mild solution for the corresponding Hamilton-Jacobi-Bellman (HJB) equation. The C1 regularity...
Optimal control of deteriorating production inventory systems.
Optimal control of ∞-dimensional stochastic systems via generalized solutions of HJB equations
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.
Optimal control of impulsive stochastic evolution inclusions
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 control of linear stochastic evolution equations in Hilbert spaces and uniform observability
In this paper we study the existence of the optimal (minimizing) control for a tracking problem, as well as a quadratic cost problem subject to linear stochastic evolution equations with unbounded coefficients in the drift. The backward differential Riccati equation (BDRE) associated with these problems (see [chen], for finite dimensional stochastic equations or [UC], for infinite dimensional equations with bounded coefficients) is in general different from the conventional BDRE (see [1990], [ukl])....
Optimal control processes associated with a class of discontinuous control systems: Applications to sliding mode dynamics
This paper presents a theoretical approach to optimal control problems (OCPs) governed by a class of control systems with discontinuous right-hand sides. A possible application of the framework developed in this paper is constituted by the conventional sliding mode dynamic processes. The general theory of constrained OCPs is used as an analytic background for designing numerically tractable schemes and computational methods for their solutions. The proposed analytic method guarantees consistency...
Optimal control solution for Pennes' equation using strongly continuous semigroup
A distributed optimal control problem on and inside a homogeneous skin tissue is solved subject to Pennes' equation with Dirichlet boundary condition at one end and Rubin condition at the other end. The point heating power induced by conducting heating probe inserted at the tumour site as an unknown control function at specific depth inside biological body is preassigned. Corresponding pseudo-port Hamiltonian system is proposed. Moreover, it is proved that bioheat transfer equation forms a contraction...
Optimal control under discrete observation of continuous stochastic systems with time delay
Optimal control with partial information for stochastic Volterra equations.
Optimal erasures in decision-feedback equalization for the Gaussian noise
A new method of optimizing decision feedback parameters for intersymbol interference equalizers is described. The coefficient existing in the decision feedback loop depends on risk qualification of the received decision. We prove that bit error probability can be decreased with this method for any channel with a single interference sample and small Gaussian noise. Experimental results are presented for selected channels. The dependences of optimal feedback parameters on channel interference samples...