Stochastic Dissipative Systems

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• S.K. Mitter, MIT
• Thursday 27 October 2011, 14:00-15:00
• CAP Seminar Room .

If you have a question about this talk, please contact r.vinter.

One of the few known results where system properties are preserved after interconnections is the property of “dissipativeness“. Dissipative sytems when interconnected through “neutral“ interconnections remain dissipative. This result is due to J.C.Willems. In this talk I give a definition of stochastic dissipativeness by defining the notion of a storage function in the setting of diffusion processes. I investigate the relation of a stochastic storage function to that of a value function of a stochastic control problem. Finally, I comment on the question of interconnecting stochastic systems, based on recent work of J.C.Willems. (Joint work with Vivek Borkar and Ari Aropasthatis)

This talk is part of the Control and Power Seminars series.

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