Mathematical Sciences: Problems in Stochastic Control and   Nonlinear Filtering
{'Code': '03040101', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Alan Izenman', 'PO_EMAI': None, 'PO_PHON': None}
This project concerns the feedback stabilization of controlled                  dynamical systems in which the system parameters are incompletely known         or known only with some uncertainty.  This is a problem of great                practical importance since virtually all realistic control systems              contain randomness which precludes exact knowledge of system dynamics.          One approach to linear problems of this kind is to introduce an                 associated quadratic cost functional and to seek an admissible control          which minimizes this functional.  Since any control with finite cost is         necessarily stabilizing, this would provide an optimal stabilizing              control which, in addition, can be shown to be given by a certain               feedback law.  When the system parameters are known exactly, an optimal         control can be obtained by solving the Hamilton-Jacobi-Bellman (HJB)            partial differential equation of dynamic programming.  However, the             present problem is not amenable to dynamic programming because of its           'partially observed' nature.  Certain of these problems will be reduced         to 'completely observed' problems to which dynamic programming can be           applied.  Some questions about the information rate for certain                 nonlinear systems will be studied.
{'FirstName': 'Omar', 'LastName': 'Hijab', 'PI_MID_INIT': 'B', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Omar B Hijab', 'EmailAddress': 'hijab@math.temple.edu', 'NSF_ID': '000228211', 'StartDate': '03/01/1985', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
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[{'Code': '1266', 'Text': 'APPLIED MATHEMATICS'}, {'Code': '1454', 'Text': 'SYSTEMS THEORY'}]
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