Showing math.OCShow all
3 papers · 1 filter
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…
math.OC2024
A novel necessary and sufficient condition for the stability of first-order linear hyperbolic systems
Ismaïla Balogoun, Jean Auriol, Islam Boussaada +1
In this paper, we establish a necessary and sufficient stability condition for a class of two coupled first-order linear hyperbolic partial differential equations. Through a backst…
math.OC2023
Mean-Covariance Steering of a Linear Stochastic System with Input Delay and Additive Noise
Gabriel Velho, Riccardo Bonalli, Jean Auriol +1
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to inpu…