Participation In other International Programs

Control of Dynamic Systems Subject to Stochastic Jumps USP-COFECUB grant (2013-2014). This collaboration is also supported by the Associate Team Inria: CDSS (2014-2016). The main goals of this joint cooperation is to study the control of dynamic systems subject to stochastic jumps. Three topics are considered. In the first topic we 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 problem 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 carry out this topic. In the second topic we focus on numerical methods for solving control and filtering problems related to Markov jump linear systems (MJLS). This project allows a first cooperation between B. de Saporta and E. Costa. The third research subject is focused on quantum control by using Lyapunov-like stochastic methods and P. Rouchon and P. Pereira da Silva conduct it.