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Article Dans Une Revue IEEE Control Systems Letters Année : 2024

Stabilization and Optimal Control of Interconnected SDE - Scalar PDE System

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In this paper, we design a controller for an interconnected system consisting of a linear Stochastic Differential Equation (SDE) actuated through a linear hyperbolic Partial Differential Equation (PDE). Our approach aims to minimize the variance of the state of the SDE component. We leverage a backstepping technique to transform the original PDE into an uncoupled stochastic PDE. As such, we reformulate our initial problem as the control of a delayed SDE with a non-deterministic drift. Under standard controllability assumptions, we design a controller steering the mean of the states to zero while keeping its covariance bounded. As final step, we address the optimal control of the delayed SDE employing Artstein's transformation and Linear Quadratic stochastic control techniques.
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hal-04690875 , version 1 (06-09-2024)

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Gabriel Velho, Jean Auriol, Riccardo Bonalli, Islam Boussaada. Stabilization and Optimal Control of Interconnected SDE - Scalar PDE System. IEEE Control Systems Letters, inPress, ⟨10.1109/LCSYS.2024.3411511⟩. ⟨hal-04690875⟩
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