C05: Stochastic port-Hamiltonian systems and applications to stochastic optimal control
Principal investigators:
Prof. Dr. Matthias Ehrhardt; Prof. Dr. Thomas Kruse
Project description:
In order to systematically integrate stochastic influences such as random noise into the port-Hamiltonian formalism, a novel approach is developed that extends Dirac structures by a stochastic component. This offers the possibility to develop more realistic models and at the same time to obtain a stochastic dissipativity inequality. Subsequently, optimal control problems for stochastic port-Hamiltonian systems are treated and strategies are derived that control these systems optimally into desired configurations.
Researchers:
Publications of project C05:
Keine Publikationen gefunden
