Participation In other International Programs

Control of Dynamic Systems Subject to Stochastic Jumps USP-COFECUB grant (2013-2016). The main goals of this joint cooperation will be to study the control of dynamic systems subject to stochastic jumps. Three topics will be considered throughout the next 3 years. In the first topic we will study the control problem of piecewise-deterministic Markov processes (PDMP's) considering constraints. In this case the main goal is to obtain a theoretical formulation for the equivalence between the original optimal control of PDMP's with constrains and an infinite dimensional static linear optimization problem over a space of occupation measures of the controlled process. F. Dufour at Inria and O. Costa in USP will mainly carry out this topic. In the second topic we will focus on numerical methods for solving control and filtering problems related to Markov jump linear systems (MJLS). This project will allow a first cooperation between B. de Saporta and E. Costa. The third research subject will be focused on quantum control by using Lyapunov-like stochastic methods and P. Rouchon and P. Pereira da Silva will conduct it.