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A Gradient Method for Risk Averse Control of a PDE-SDE Interconnected System
Gabriel Velho, Jean Auriol, Riccardo Bonalli
In this paper, we design a risk-averse controller for an interconnected system composed of a linear Stochastic Differential Equation (SDE) actuated through a linear parabolic heat…
math.OC2025
Stabilization and Optimal Control of an Interconnected Hetero-directional Hyperbolic PDE-SDE System
Gabriel Velho, Jean Auriol, Islam Boussaada +1
In this paper, we design a controller for an interconnected system composed of a linear Stochastic Differential Equation (SDE) controlled through a linear hetero-directional hyperb…