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A stochastic adaptive control problem is formulated and solved for some unknown linear, stochastic distributed parameter systems that are described by analytic semigroups. The control occurs on the boundary. The “highest-order” operator is assumed to be known but the “lower-order” operators...
In this paper by using anL
∞ estimate for elliptic equations, we study the well-posedness of the stationary semiconductor equations arising from modeling a nondestructive testing technique LBIC. It is shown that when the extra source term is small, the system has a unique weak solution, and the...
In this paper we consider a partially observable stochastic processX
is a Markov process andY
depends only on the current value ofX
. It is known that, under suitable regularity assumptions, ifX
admits a finite-dimensional filter, then theprediction,...
Optimal control problem governed byy′=Ay + Bu, y(0)=ɛy (T), ɛ=±1 are studied, whereA is the infinitesimal generator of a nonasymptotically stableC
o semigroup andB is a linear operator from a controller spaceU into a state spaceH. Both distributed (B ε L(U, H)) and boundary cases (B εL(U, (D(A...
An optimization theoretic approach and algorithm for the estimation of state-dependent coefficients in nonlinear elliptic equation is presented. It is based on a splitting method combined with convex analysis techniques. Convergence of the algorithm is established and numerical examples are...
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