Control of Distributed Parameter and Stochastic Systems

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IFIP International Federation for Information Processing, Volume 13, IFIP Advances in Information and Communication Technology 13

ISBN: 0412837900
ISBN 13: 9780412837906
Herausgeber: Shuping Chen/Xunjing Li/Jiongming Yong et al
Verlag: Springer Verlag GmbH
Umfang: xviii, 334 S.
Erscheinungsdatum: 31.03.1999
Produktform: Gebunden/Hardback
Einband: GEB

Proceedings of the IFIP WG 7.2 International Conference, June 19-22, 1998, Hangzhou, PR of China

Artikelnummer: 1480175 Kategorie:

Beschreibung

InhaltsangabePreface. Participants of the Conference. Part I: Distributed Parameter Systems. Exact-Approximate Boundary Controllability of Thermoelastic Systems under Free Boundary Conditions; G. Avalos, I. Lasiecka. A Linear Parabolic Boundary Control Problem with Mixed Control-State Constraint; M. Bergounioux, F. Tröltzsch. Membrane Shell Equation: Characterization of the Space of Solutions; M. Delfour. Renorming for Elastic Systems with Structural Damping; R.H. Fabiano. Stability and Approximation of an Acoustic-Structure Model; F. Fahroo, C. Wang. Analyticity of Semigroup Associated with a Laminated Composite Beam; S. Hansen, Z. Liu. A Practical Estimation Technique for Spatial Distribution of Groundwater Contaminant; S. Kang, et al. Domain Decomposition in Optimal Control of Elliptic Systems on 2-d Networks; J. Lagnese. An Observability Estimate in L2(Omega) × H-1(Omega) for Second-Order Hyperbolic Equations with Variable Coefficients; I. Lasiecka, et al. Protopopescu: Identification Problem for a Wave Equation via Optimal Control; S.M. Lenhart, et al. Optimal Control Theory: from Finite Dimensions to Infinite Dimensions; X. Li. Boundary Stabilization of a Hybrid System; K. Liu, Z. Liu. New Meaning of Exact Controllability of Linear Systems in Hilbert Spaces; K. Liu, D.L. Russell. Minimax Design of Constrained Parabolic Systems; B. Mordukhovich. Stabilization of Linear Boundary Control Systems of Parabolic Type: An Algebraic Approach; T. Numba. A Distributed Bioremediation Problem with Modal Switching; T.I. Seidman. Optimal Control Problems Governed by an Elliptic Differential Equation with Critical Exponent; G. Wang. Reconstruction of Source Terms in Evolution Equations by Exact Controllability; M. Yamamoto. Necessary Optimality Conditions for Control of Strongly Monotone Variational Inequalities; J. Ye. Optimal Controls of a Class of Strongly Nonlinear Evolution Systems; Z.H. Zang, X. Xiang. Part II: Stochastic Systems. Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters; E.K. Boukas, H. Yang. Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases; S. Chen, X. Yu. Optimal Portfolio Selection with Transaction Costs; P. Collings, U.G. Haussmann. Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems; T. Duncan. A One-Dimensional Ratio Ergodic Control Problem; Y. Fujita. Nonlinear H∞ Control: A Stochastic Perspective; M. James. Reflected Forward Backward Stochastic Differential Equations and Contingent Claims; M. Kohlmann. Short Time Asymptotics of Random Heat Kernels; H. Kunita. Rough Asymptotics of Forward-Backward Stochastic Differential Equations; J. Ma, T. Zajic. On LQG Control of Linear Stochastic Systems with Control Dependent Noise; J.B. Moore, et al. Radial Symmetry of Classical Solutions for Bellman Equations in Ergodic Control; H. Morimoto, Y. Fujita. Open Problems on Backward Stochastic Differential Equations; S. Peng. Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation; R. Situ. Multivariate Constrained Portfolio Rules; Derivation of Monge-Ampère Equations; S. Stojanovic. Limitations and Capabilities of Feedback for Controlling Uncertain Systems; L.L. Xie, L. Guo. Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions; G. Yin, M. Kniazeva. Stochastic Controls and FBSDEs; J. Yong. Asymptotically Optimal Controls of H

Inhaltsverzeichnis

Preface. Participants of the Conference. Part I: Distributed Parameter Systems. Exact-Approximate Boundary Controllability of Thermoelastic Systems under Free Boundary Conditions; G. Avalos, I. Lasiecka. A Linear Parabolic Boundary Control Problem with Mixed Control-State Constraint; M. Bergounioux, F. Tröltzsch. Membrane Shell Equation: Characterization of the Space of Solutions; M. Delfour. Renorming for Elastic Systems with Structural Damping; R.H. Fabiano. Stability and Approximation of an Acoustic-Structure Model; F. Fahroo, C. Wang. Analyticity of Semigroup Associated with a Laminated Composite Beam; S. Hansen, Z. Liu. A Practical Estimation Technique for Spatial Distribution of Groundwater Contaminant; S. Kang, et al. Domain Decomposition in Optimal Control of Elliptic Systems on 2-d Networks; J. Lagnese. An Observability Estimate in L2(Omega) ÿ H-1(Omega) for Second-Order Hyperbolic Equations with Variable Coefficients; I. Lasiecka, et al. Protopopescu: Identification Problem for a Wave Equation via Optimal Control; S.M. Lenhart, et al. Optimal Control Theory: from Finite Dimensions to Infinite Dimensions; X. Li. Boundary Stabilization of a Hybrid System; K. Liu, Z. Liu. New Meaning of Exact Controllability of Linear Systems in Hilbert Spaces; K. Liu, D.L. Russell. Minimax Design of Constrained Parabolic Systems; B. Mordukhovich. Stabilization of Linear Boundary Control Systems of Parabolic Type: An Algebraic Approach; T. Numba. A Distributed Bioremediation Problem with Modal Switching; T.I. Seidman. Optimal Control Problems Governed by an Elliptic Differential Equation with Critical Exponent; G. Wang. Reconstruction of Source Terms in Evolution Equations by Exact Controllability; M. Yamamoto. Necessary Optimality Conditions for Control of Strongly Monotone Variational Inequalities; J. Ye. Optimal Controls of a Class of Strongly Nonlinear Evolution Systems; Z.H. Zang, X. Xiang. Part II: Stochastic Systems. Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters; E.K. Boukas, H. Yang. Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases; S. Chen, X. Yu. Optimal Portfolio Selection with Transaction Costs; P. Collings, U.G. Haussmann. Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems; T. Duncan. A One-Dimensional Ratio Ergodic Control Problem; Y. Fujita. Nonlinear H∞ Control: A Stochastic Perspective; M. James. Reflected Forward Backward Stochastic Differential Equations and Contingent Claims; M. Kohlmann. Short Time Asymptotics of Random Heat Kernels; H. Kunita. Rough Asymptotics of Forward-Backward Stochastic Differential Equations; J. Ma, T. Zajic. On LQG Control of Linear Stochastic Systems with Control Dependent Noise; J.B. Moore, et al. Radial Symmetry of Classical Solutions for Bellman Equations in Ergodic Control; H. Morimoto, Y. Fujita. Open Problems on Backward Stochastic Differential Equations; S. Peng. Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation; R. Situ. Multivariate Constrained Portfolio Rules; Derivation of Monge-Ampere Equations; S. Stojanovic. Limitations and Capabilities of Feedback for Controlling Uncertain Systems; L.L. Xie, L. Guo. Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions; G. Yin, M. Kniazeva. Stochastic Controls and FBSDEs; J. Yong. Asymptotically Optimal Controls of Hybrid LQG Problems: Summary of Results; Q. Zhang, G. Yin. Explicit Efficient Frontier of a Continuous-Time Mean-Variance Portfolio Selection Problem; X.Y. Zhou, D. Li.

Autorenporträt

InhaltsangabePreface. Participants of the Conference. Part I: Distributed Parameter Systems. Exact-Approximate Boundary Controllability of Thermoelastic Systems under Free Boundary Conditions; G. Avalos, I. Lasiecka. A Linear Parabolic Boundary Control Problem with Mixed Control-State Constraint; M. Bergounioux, F. Tröltzsch. Membrane Shell Equation: Characterization of the Space of Solutions; M. Delfour. Renorming for Elastic Systems with Structural Damping; R.H. Fabiano. Stability and Approximation of an Acoustic-Structure Model; F. Fahroo, C. Wang. Analyticity of Semigroup Associated with a Laminated Composite Beam; S. Hansen, Z. Liu. A Practical Estimation Technique for Spatial Distribution of Groundwater Contaminant; S. Kang, et al. Domain Decomposition in Optimal Control of Elliptic Systems on 2-d Networks; J. Lagnese. An Observability Estimate in L2(Omega) × H-1(Omega) for Second-Order Hyperbolic Equations with Variable Coefficients; I. Lasiecka, et al. Protopopescu: Identification Problem for a Wave Equation via Optimal Control; S.M. Lenhart, et al. Optimal Control Theory: from Finite Dimensions to Infinite Dimensions; X. Li. Boundary Stabilization of a Hybrid System; K. Liu, Z. Liu. New Meaning of Exact Controllability of Linear Systems in Hilbert Spaces; K. Liu, D.L. Russell. Minimax Design of Constrained Parabolic Systems; B. Mordukhovich. Stabilization of Linear Boundary Control Systems of Parabolic Type: An Algebraic Approach; T. Numba. A Distributed Bioremediation Problem with Modal Switching; T.I. Seidman. Optimal Control Problems Governed by an Elliptic Differential Equation with Critical Exponent; G. Wang. Reconstruction of Source Terms in Evolution Equations by Exact Controllability; M.Yamamoto. Necessary Optimality Conditions for Control of Strongly Monotone Variational Inequalities; J. Ye. Optimal Controls of a Class of Strongly Nonlinear Evolution Systems; Z.H. Zang, X. Xiang. Part II: Stochastic Systems. Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters; E.K. Boukas, H. Yang. Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases; S. Chen, X. Yu. Optimal Portfolio Selection with Transaction Costs; P. Collings, U.G. Haussmann. Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems; T. Duncan. A One-Dimensional Ratio Ergodic Control Problem; Y. Fujita. Nonlinear H∞ Control: A Stochastic Perspective; M. James. Reflected Forward Backward Stochastic Differential Equations and Contingent Claims; M. Kohlmann. Short Time Asymptotics of Random Heat Kernels; H. Kunita. Rough Asymptotics of Forward-Backward Stochastic Differential Equations; J. Ma, T. Zajic. On LQG Control of Linear Stochastic Systems with Control Dependent Noise; J.B. Moore, et al. Radial Symmetry of Classical Solutions for Bellman Equations in Ergodic Control; H. Morimoto, Y. Fujita. Open Problems on Backward Stochastic Differential Equations; S. Peng. Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation; R. Situ. Multivariate Constrained Portfolio Rules; Derivation of Monge-Ampère Equations; S. Stojanovic. Limitations and Capabilities of Feedback for Controlling Uncertain Systems; L.L. Xie, L. Guo. Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions; G. Yin, M. Kniazeva. Stochastic Controls and FBSDEs; J. Yong. Asymptotically Optimal Controls

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