Mathematical Sciences: Some Optimal Stochastic Control Problems and Applications

本课题研究最优随机控制问题及其应用。这些涉及切换系统、遍历控制和分布参数系统的控制。具体地说，PI将研究切换系统的光学控制、多维自由边界问题以及遍历控制问题中的长期成本准则。这些研究的应用包括满足随机电力需求的多个发电机组的最优调度，排队和生产系统的控制，以及化学反应、空间结构和机器人的控制等。

This project deals with problems of optimal stochastic control and its applications. These involve switching systems, ergodic control, and control of distributed parameter systems. Specifically, the PI's will study the optical control of switching systems, free boundary problems in several dimensions and the long-time cost criteria in ergodic control problems. The applications of such studies include the optimal scheduling of multiple power generations to meet a random demand for power, the control of queuing and production systems, and the control of chemical reactions, space structures, robots, etc.