报告题目:Iterations for solving Riccati equations in control system
报告摘要:We discuss the control and the infinite dimensional system control, which are very active in mathematical control theory. We mainly consider the following two problems. Firstly, we study a class of linear stochastic control problem and its Riccati algebraic equation. An iterative method is given. Secondly, a class of infinite dimensional LQ control system and its Riccati algebraic equation are considered. By the orthogonal projection of the solutions of operator Lyapunov equations, we get a sequence which strongly converges to the solution of operator Riccati equation. At the same time, an example is given to show the results.
报告人:王朝
主持人:鲁世平
报告时间:2018年12月12日(本周三)下午13:30—15:00
报告地点:尚贤楼108
报告人简介:王朝,副教授,理学博士,2011年入职南京信息工程大学数统学院,主要研究方向:非线性泛函分析(不动点理论)和最优控制理论,已在JCAM、Nonlinear analysis TMA等SCI期刊发表论文多篇。
数学与统计学院
2018年12月11日