Existence theory of optimal controls for distributed parameter systems

a Simplified Model of Distributed Parameter Systems

A generalized simplified model for describing the dynamic behavior of distributed parameter systems is proposed. The various specific characteristics of gain and phase angle of distributed parameter systems are investigated from frequency response formulation and complex plane representation of the proposed simplified model. The complex plane investigation renders some important inequality cons...

Existence of optimal controls for systems driven by FBSDEs

Draft Existence of Optimal Controls for Some Nonlinear Systems

We demonstrate existence of optimal controls with respect to a quadratic cost criterion for the equation u t ? u = F(u; ') | rst for F aanely dependent on the control ' and then for a more fully nonlinear setting in which weak convergence for ' no longer suuces to give consistency in the limit.

Internal Model Theory for Distributed Parameter Systems

In this paper we consider robust output regulation of distributed parameter systems and the internal model principle. The main purpose is to generalize the internal model principle by Francis and Wonham for infinite-dimensional systems and clarify the relationships between different generalizations of the internal model. We also construct a signal generator capable of generating infinite-dimens...

Existence of Optimal Controls for Variance Control

The question of the existence of optimal controls is fundamental to many further developments in control theory, and there is a huge literature on the subject. For stochastic control, variance control problems have received much attention recently owing to their importance in nancial mathematics. The existence question is answered in much the same way as it is when only the drift is controlled....