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Singular control of SPDEs with space-mean dynamics
Switching controls for linear stochastic differential systems
School of Mathematics, Physics and Data Science, Chongqing University of Science and Technology, Chongqing, 401331, China |
We analyze the exact controllability problem of switching controls for stochastic control systems endowed with different actuators. The goal is to control the dynamics of the system by switching from an actuator to the other such that, in each instant of time, there are as few active actuators as possible. We prove that, under suitable rank conditions, switching control strategies exist and can be built in a systematic way. The proof is based on building a new functional by the adjoint system whose minimizers are the switching controls.
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Controllability and observability of some stochastic complex Ginzburg-Landau equations, SIAM J. Control Optim., 55 (2017), 1102-1127.
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Minimum switching control for systems of coupled double integrators, Automatica J. IFAC, 60 (2015), 115-121.
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On controllability for stochastic control systems when the coefficient is time-variant, J. Syst. Sci. Complex., 23 (2010), 270-278.
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BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability, Systems Control Lett., 62 (2013), 242-247.
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W. Zhang and B.-S. Chen,
On stabilizability and exact observability of stochastic systems with their applications, Automatica J. IFAC, 40 (2004), 87-94.
doi: 10.1016/j.automatica.2003.07.002. |
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E. Zuazua,
Switching control, J. Eur. Math. Soc. (JEMS), 13 (2011), 85-117.
doi: 10.4171/JEMS/245. |
show all references
References:
| [1] |
G. Battistelli, J. Hespanha, E. Mosca and P. Tesi,
Model-free adaptive switching control of time-varying plants, IEEE Trans. Automat. Control, 58 (2013), 1208-1220.
doi: 10.1109/TAC.2013.2243974. |
| [2] |
R. Buckdahn, M. Quincampoix and G. Tessitore, A characterization of approximately controllable linear stochastic differential equations, in Stochastic Partial Differential Equations and Applications–VII, Lect. Notes Pure Appl. Math., 245, Chapman & Hall/CRC, Boca Raton, FL, 2006, 53–60. |
| [3] |
C. Clason, A. Rund, K. Kunisch and R. C. Barnard,
A convex penalty for switching control of partial differential equations, Systems Control Lett., 89 (2016), 66-73.
doi: 10.1016/j.sysconle.2015.12.013. |
| [4] |
F. Dou and Q. Lu,
Partial approximate controllability for linear stochastic control systems, SIAM J. Control Optim., 57 (2019), 1209-1229.
doi: 10.1137/18M1164640. |
| [5] |
X. Fu and X. Liu,
Controllability and observability of some stochastic complex Ginzburg-Landau equations, SIAM J. Control Optim., 55 (2017), 1102-1127.
doi: 10.1137/15M1039961. |
| [6] |
A. Garulli, A. Giannitrapani and M. Leomanni,
Minimum switching control for systems of coupled double integrators, Automatica J. IFAC, 60 (2015), 115-121.
doi: 10.1016/j.automatica.2015.07.004. |
| [7] |
B. Gashi,
Stochastic minimum-energy control, Systems Control Lett., 85 (2015), 70-76.
doi: 10.1016/j.sysconle.2015.08.012. |
| [8] |
D. Goreac,
A Kalman-type condition for stochastic approximate controllability, C. R. Math. Acad. Sci. Paris, 346 (2008), 183-188.
doi: 10.1016/j.crma.2007.12.008. |
| [9] |
X. Liu,
Controllability of some coupled stochastic parabolic systems with fractional order spatial differential operators by one control in the drift, SIAM J. Control Optim., 52 (2014), 836-860.
doi: 10.1137/130926791. |
| [10] |
F. Liu and S. Peng,
On controllability for stochastic control systems when the coefficient is time-variant, J. Syst. Sci. Complex., 23 (2010), 270-278.
doi: 10.1007/s11424-010-8158-x. |
| [11] |
Q. Lü,
Some results on the controllability of forward stochastic heat equations with control on the drift, J. Funct. Anal., 260 (2011), 832-851.
doi: 10.1016/j.jfa.2010.10.018. |
| [12] |
Q. Lü,
Exact controllability for stochastic Schrödinger equations, J. Differential Equations, 255 (2013), 2484-2504.
doi: 10.1016/j.jde.2013.06.021. |
| [13] |
Q. Lü,
Exact controllability for stochastic transport equations, SIAM J. Control Optim., 52 (2014), 397-419.
doi: 10.1137/130910373. |
| [14] |
Q. Lü, J. Yong and X. Zhang,
Representation of Itô integrals by Lebesgue/Bochner integrals, J. Eur. Math. Soc., 14 (2012), 1795-1823.
doi: 10.4171/JEMS/347. |
| [15] |
Q. Lü and E. Zuazua,
Robust null controllability for heat equations with unknown switching control mode, Discrete Contin. Dyn. Syst., 34 (2014), 4183-4210.
doi: 10.3934/dcds.2014.34.4183. |
| [16] |
M. Ouzahra,
Global stabilization of semilinear systems using switching controls, Automatica J. IFAC, 48 (2012), 837-843.
doi: 10.1016/j.automatica.2012.02.018. |
| [17] |
S. Peng,
Backward stochastic differential equation and exact controllability of stochastic control systems, Progr. Natur. Sci., 4 (1994), 274-284.
|
| [18] |
R. Shorten, F. Wirth, O. Mason, K. Wulff and C. King,
Stability criteria for switched and hybrid systems, SIAM Rev., 49 (2007), 545-592.
doi: 10.1137/05063516X. |
| [19] |
M. M. Tousi, I. Karuei, S. Hashtrudi-Zad and A. G. Aghdam,
Supervisory control of switching control systems, Systems Control Lett., 57 (2008), 132-141.
doi: 10.1016/j.sysconle.2007.08.002. |
| [20] |
Y. Wang,
BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability, Systems Control Lett., 62 (2013), 242-247.
doi: 10.1016/j.sysconle.2012.11.021. |
| [21] |
Y. Wang, D. Yang, J. Yong and Z. Yu,
Exact controllability of linear stochastic differential equations and related problems, Math. Control Relat. Fields, 7 (2017), 305-345.
doi: 10.3934/mcrf.2017011. |
| [22] |
J. Yong and X. Zhou, Stochastic Controls. Hamiltonian Systems and HJB Equations, Applications of Mathematics, 43, Springer-Verlag, New York, 1999.
doi: 10.1007/978-1-4612-1466-3. |
| [23] |
W. Zhang and B.-S. Chen,
On stabilizability and exact observability of stochastic systems with their applications, Automatica J. IFAC, 40 (2004), 87-94.
doi: 10.1016/j.automatica.2003.07.002. |
| [24] |
E. Zuazua,
Switching control, J. Eur. Math. Soc. (JEMS), 13 (2011), 85-117.
doi: 10.4171/JEMS/245. |
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