OPTIMAL INVERSE LQG CONTROL FOR CERTAIN ODE AND PDE STATIONARY PROCESSES

来源 :系统科学与复杂性学报(英文版) | 被引量 : 0次 | 上传用户:shunbe123
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
Following work carried out earlier on linear-quadratic optimal control for linear finite dimensional stationary systems we report,in this article,on extension of some of those results to certain infinite dimensional systems; in particular a class of PDE systems of elliptic type.These systems are studied in the now familiar framework developed by J.L.Lions and E.Magenes,specialized to a subclass of such systems important in a variety of applications.As an extended example this paper studies an optimal redistribution problem in a groundwater flow system goved by Darcy’s equation,presenting both analytic and computational work related to such problems.
其他文献
This paper applies bilinear immersed finite elements (IFEs) in the interior penalty discontin-uous Galerkin (DG) methods for solving a second order elliptic equ
如果说,QQ2003的推出是以清新的XP风格界面给人以赏心悦目的感受;那么,紧随其后腾讯推出的QQ2003II给用户带来的绝对是科技魅力的享受.在众多的即时通信(IM)软件当中,QQ2003I
The authors employ the recent stochastic-control-based approach to financial mathematics to solve a problem of determination of the risk premium for a stochasti
This paper studies an initial-boundary-value problem (IBVP) of the Korteweg-de Vries equation posed on a finite interval with general nonhomogeneous boundary co
Stock loans are business contracts between borrowers and lenders in which the borrower uses shares of stock as collateral for the loan.Since the value of the co
金属元素铼的存在,早在1871年俄国化学家门捷列夫就作出了预言,然而过了半个多世纪,直到1925年德国化学家诺达克和塔克夫妇才用X射线从铂矿中首次找到铼。铼的外文本意是莱茵
期刊
相信小朋友们对恐龙一定都不陌生吧,这个生活在距今大约2亿3500万年至6500万年前、能以后肢支撑(chēng)身体直立行走的爬虫类生物,曾经一度称霸地球,支配全球陆地生态系统超过
The main purpose of this paper is to overview some recent methods and results on controllability/observability problems for systems goved by partial differentia
This paper studies a class of forward-backward stochastic differential equations(FBSDE)in a general Markovian framework.The forward SDE represents a large class
This paper introduces several algorithms for signal estimation using binary-valued output sensing.The main idea is derived from the empirical measure approach f