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Control of Distributed Parameter and Stochastic Systems : Proceedings of the IFIP WG 7.2 International Conference, June 19-22, 1998 Hangzhou, China - Shuping Chen

Control of Distributed Parameter and Stochastic Systems

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

By: Shuping Chen (Editor), Xunjing Li (Editor), Jiongming Yong (Editor), Xun Yu Zhou (Editor)


Published: 31st March 1999
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In the mathematical treatment of many problems which arise in physics, economics, engineering, management, etc., the researcher frequently faces two major difficulties: infinite dimensionality and randomness of the evolution process. Infinite dimensionality occurs when the evolution in time of a process is accompanied by a space-like dependence; for example, spatial distribution of the temperature for a heat-conductor, spatial dependence of the time-varying displacement of a membrane subject to external forces, etc. Randomness is intrinsic to the mathematical formulation of many phenomena, such as fluctuation in the stock market, or noise in communication networks. Control theory of distributed parameter systems and stochastic systems focuses on physical phenomena which are governed by partial differential equations, delay-differential equations, integral differential equations, etc., and stochastic differential equations of various types. This has been a fertile field of research with over 40 years of history, which continues to be very active under the thrust of new emerging applications.
Among the subjects covered are:

  • Control of distributed parameter systems;
  • Stochastic control;
  • Applications in finance/insurance/manufacturing;
  • Adapted control;
  • Numerical approximation
It is essential reading for applied mathematicians, control theorists, economic/financial analysts and engineers.

Participants of the Conference
Distributed Parameter Systems
Exact-Approximate Boundary Controllability of Thermoelastic Systems under Free Boundary Conditions
A Linear Parabolic Boundary Control Problem with Mixed Control-State Constraint
Membrane Shell Equation: Characterization of the Space of Solutions
Renorming for Elastic Systems with Structural Damping
Stability and Approximation of an Acoustic-Structure Model
Analyticity of Semigroup Associated with a Laminated Composite Beam
A Practical Estimation Technique for Spatial Distribution of Groundwater Contaminant
Domain Decomposition in Optimal Control of Elliptic Systems on 2-d Networks
An Observability Estimate in L2(Omega) - H-1(Omega) for Second-Order Hyperbolic Equations with Variable Coefficients
Protopopescu: Identification Problem for a Wave Equation via Optimal Control
Optimal Control Theory: from Finite Dimensions to Infinite Dimensions
Boundary Stabilization of a Hybrid System
New Meaning of Exact Controllability of Linear Systems in Hilbert Spaces
Minimax Design of Constrained Parabolic Systems
Stabilization of Linear Boundary Control Systems of Parabolic Type: An Algebraic Approach
A Distributed Bioremediation Problem with Modal Switching
Optimal Control Problems Governed by an Elliptic Differential Equation with Critical Exponent
Reconstruction of Source Terms in Evolution Equations by Exact Controllability
Necessary Optimality Conditions for Control of Strongly Monotone Variational Inequalities
Optimal Controls of a Class of Strongly Nonlinear Evolution Systems
Stochastic Systems
Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters
Linear Quadratic Optimal Control: from Deterministic to Stochastic Cases
Optimal Portfolio Selection with Transaction Costs
Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems
A One-Dimensional Ratio Ergodic Control Problem
Nonlinear Hinfin
Control: A Stochastic Perspective
Reflected Forward Backward Stochastic Differential Equations and Contingent Claims
Short Time Asymptotics of Random Heat Kernels
Rough Asymptotics of Forward-Backward Stochastic Differential Equations
On LQG Control of Linear Stochastic Systems with Control Dependent Noise
Radial Symmetry of Classical Solutions for Bellman Equations in Ergodic Control
Open Problems on Backward Stochastic Differential Equations
Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation
Multivariate Constrained Portfolio Rules
Derivation of Monge-Ampere Equations
Limitations and Capabilities of Feedback for Controlling Uncertain Systems
Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions
Stochastic Controls and FBSDEs
Asymptotically Optimal Controls of Hybrid LQG Problems: Summary of Results
Explicit Efficient Frontier of a Continuous-Time Mean-Variance Portfolio Selection Problem
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780412837906
ISBN-10: 0412837900
Series: IFIP Advances in Information and Communication Technology
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 334
Published: 31st March 1999
Publisher: Chapman and Hall
Country of Publication: GB
Dimensions (cm): 23.5 x 15.5  x 2.06
Weight (kg): 1.47