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dc.contributor.authorDo, Khac Duc
dc.date.accessioned2017-01-30T15:00:38Z
dc.date.available2017-01-30T15:00:38Z
dc.date.created2015-03-02T00:00:56Z
dc.date.issued2014
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.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/42571
dc.identifier.doi10.12988/ams.2014.4161
dc.description.abstract

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.volume8
dcterms.source.number57
dcterms.source.startPage2801
dcterms.source.endPage2816
dcterms.source.issn1312-885X
dcterms.source.titleApplied Mathematical Sciences
curtin.note

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.

curtin.departmentDepartment of Mechanical Engineering
curtin.accessStatusOpen access


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