题目:An optimal control problem of backward stochastic differential equation with incomplete information 报告人:王光臣 教授 (山东大学) 报告简介:This talk is concerned with an optimal control problem driven by backward stochastic differential equation (BSDE, for short), in which information available to controller is a sub-sigma algebra of the underlying filtration. Combining maximum principle with optimal filtering of BSDE, we derive a feedback representation of optimal control for an LQ problem. We also solve explicitly an optimal portfolio and consumption selection problem with incomplete information......更多信息>>>
书 名:Multi-View Geometry Based Visual Perception and Control of Robotic Systems 作 者:Jian Chen, Bingxi Jia, Kaixiang Zhang 图书简介:
This book describes visual perception and control methods for robotic systems that need to interact with the environment. Multiple view geometry is utilized to extract low-dimensional geometric information from abundant and high-dimensional image information, making it convenient to develop general solutions for robot perception and control tasks. In this book, multiple view geometry is used for geometric modeling and scaled pose estimation. Then Lyapunov methods are applied to design stabilizing control laws in the presence of model uncertainties and multiple constraints......更多信息>>>