Singular stochastic control model for algae growth management in dam downstream

A Stochastic Optimization Model for Groundwater Management

A Stochastic Model for Water Resources Management

Irrigation water management is crucial for agricultural production and livelihood security in many regions and countries throughout the world. Over the past decades, controversial and conflictladen water-allocation issues among competing municipal, industrial and agricultural interests have raised increasing concerns. Particularly, growing population, varying natural conditions and shrinking wa...

A Stochastic Optimization Model for Groundwater Management

Maximum Principle for Singular Stochastic Control Problems

In this paper, an optimal singular stochastic control problem is considered. For this model, it is obtained a general stochastic maximum principle by using a time transformation. This is the first version of the stochastic maximum principle that covers the singular control problem in the nonlinear case.

H∞ control for singular stochastic systems

In this paper, we deal with the bounded real lemma for stochastic singular systems with multiplicative noises. Based on the adaptation of Itô calculus, the admissibility for this class of systems is defined and the bounded real lemma is derived using the mean square exponential stability. This lemma is then used to synthetize a H∞ output feedback controller for the considered class of systems t...