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dc.contributor.authorDo, Khac Duc
dc.identifier.citationDo, K.D. 2014. Hamilton-Jacobi equation for optimal control of nonlinear stochastic distributed parameter systems applied to air pollution process. Applied Mathematical Sciences. 8 (57): pp. 2801-2816.

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.

dc.publisherHIKARI Ltd
dc.subjectHilbert space
dc.subjectHamilton-Jacobi Equation
dc.subjectstochastic distributed - parameter system
dc.subjectoptimal control
dc.subjectstochastic evolution equation
dc.subjectair pollution
dc.titleHamilton-Jacobi Equation for Optimal Control of Nonlinear Stochastic Distributed Parameter Systems Applied to Air Pollution Process
dc.typeJournal Article
dcterms.source.titleApplied Mathematical Sciences

This article is published under the Open Access publishing model and distributed under the terms of the Creative Commons Attribution License Please refer to the licence to obtain terms for any further reuse or distribution of this work.

curtin.departmentDepartment of Mechanical Engineering
curtin.accessStatusOpen access

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