Hamilton-Jacobi Equation for Optimal Control of Nonlinear Stochastic Distributed Parameter Systems Applied to Air Pollution Process
MetadataShow full item record
This article is published under the Open Access publishing model and distributed under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/. Please refer to the licence to obtain terms for any further reuse or distribution of this work.
This paper derives Hamilton-Jacobi equation (HJE) in Hilbert space foroptimal control of stochastic distributed parameter systems (SDPSs) governedby partial differential equations (SPDEs) subject to both state-dependent andadditive stochastic disturbances. First, nonlinear SDPSs are transformed tostochastic evolution systems (SESs), which are governed by stochastic ordinarydifferential equations (SODEs) in Hilbert space, using functional analysis.Second, the Hamilton-Jacobi equation (HJE), of which the solution resultsin an optimal control law, is derived. Third, a problem of optimal control oflinear SDPSs, which include the air pollution process, with a quadratic costfunctional is addressed as an application of the HJE. After, the control designis done, the SESs are transformed back to Euclidean space for implementation.
Showing items related by title, author, creator and subject.
Liu, Chunmin (2008)The optimization problems involving stochastic systems are often encountered in financial systems, networks design and routing, supply-chain management, actuarial science, telecommunications systems, statistical pattern ...
Lee, Wei R. (1999)In this thesis we shall investigate the numerical solutions to several important practical static and dynamic optimization problems in engineering and physics. The thesis is organized as follows.In Chapter 1 a general ...
Practical algorithm for stochastic optimal control problem about microbial fermentation in batch cultureWang, L.; Yuan, J.; Wu, Changzhi; Wang, X. (2017)How to add glycerol to maximize production of 1,3-propanediol (1,3-PD) is a critical problem in process control of microbial fermentation. Most of the existing works are focusing on modelling this process through ...