Control of Distributed Parameter and Stochastic Systems: Proceedings of the Ifip Wg 7.2 International Conference, June 19-22, 1998 Hangzhou, China

by Chen, Shuping; Li, Xunjing; Yong, Jiongmin; Zhou, Xun Yu

• ISBN13: 9780412837906
• ISBN10: 0412837900
• Format: Hardcover
• Copyright: 1999-05-01
• Publisher: Kluwer Academic Pub

Summary

In the mathematical treatment of many problems which arise in physics, economics, engineering, management, etc., the researcher frequently faces two major difficulties: infinite dimensionality and randomness of the evolution process. Infinite dimensionality occurs when the evolution in time of a process is accompanied by a space-like dependence; for example, spatial distribution of the temperature for a heat-conductor, spatial dependence of the time-varying displacement of a membrane subject to external forces, etc. Randomness is intrinsic to the mathematical formulation of many phenomena, such as fluctuation in the stock market, or noise in communication networks. Control theory of distributed parameter systems and stochastic systems focuses on physical phenomena which are governed by partial differential equations, delay-differential equations, integral differential equations, etc., and stochastic differential equations of various types. This has been a fertile field of research with over 40 years of history, which continues to be very active under the thrust of new emerging applications. Among the subjects covered are: Control of distributed parameter systems; Stochastic control; Applications in finance/insurance/manufacturing; Adapted control; Numerical approximation . It is essential reading for applied mathematicians, control theorists, economic/financial analysts and engineers.

Table of Contents

Preface

Participants of the Conference

Distributed Parameter Systems

Exact-Approximate Boundary Controllability of Thermoelastic Systems under Free Boundary Conditions

A Linear Parabolic Boundary Control Problem with Mixed Control-State Constraint

Membrane Shell Equation: Characterization of the Space of Solutions

Renorming for Elastic Systems with Structural Damping

Stability and Approximation of an Acoustic-Structure Model

Analyticity of Semigroup Associated with a Laminated Composite Beam

A Practical Estimation Technique for Spatial Distribution of Groundwater Contaminant

Domain Decomposition in Optimal Control of Elliptic Systems on 2-d Networks

An Observability Estimate in L2(Omega) - H-1(Omega) for Second-Order Hyperbolic Equations with Variable Coefficients

Protopopescu: Identification Problem for a Wave Equation via Optimal Control

Optimal Control Theory: from Finite Dimensions to Infinite Dimensions

Boundary Stabilization of a Hybrid System

New Meaning of Exact Controllability of Linear Systems in Hilbert Spaces

Minimax Design of Constrained Parabolic Systems

Stabilization of Linear Boundary Control Systems of Parabolic Type: An Algebraic Approach

A Distributed Bioremediation Problem with Modal Switching

Optimal Control Problems Governed by an Elliptic Differential Equation with Critical Exponent

Reconstruction of Source Terms in Evolution Equations by Exact Controllability

Necessary Optimality Conditions for Control of Strongly Monotone Variational Inequalities

Optimal Controls of a Class of Strongly Nonlinear Evolution Systems

Stochastic Systems

Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters

Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases

Optimal Portfolio Selection with Transaction Costs

Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems

A One-Dimensional Ratio Ergodic Control Problem

Nonlinear Hinfin

Control: A Stochastic Perspective

Reflected Forward Backward Stochastic Differential Equations and Contingent Claims

Short Time Asymptotics of Random Heat Kernels

Rough Asymptotics of Forward-Backward Stochastic Differential Equations

On LQG Control of Linear Stochastic Systems with Control Dependent Noise

Radial Symmetry of Classical Solutions for Bellman Equations in Ergodic Control

Open Problems on Backward Stochastic Differential Equations

Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation

Multivariate Constrained Portfolio Rules

Derivation of Monge-Ampere Equations

Limitations and Capabilities of Feedback for Controlling Uncertain Systems

Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions

Stochastic Controls and FBSDEs

Asymptotically Optimal Controls of Hybrid LQG Problems: Summary of Results

Explicit Efficient Frontier of a Continuous-Time Mean-Variance Portfolio Selection Problem

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