The main goals of this joint team CDSS is to study the control of dynamic systems subject to stochastic jumps. Three topics will be considered throughout the next 3 years.

  • In the first topic we will study the control problem of piecewise-deterministic Markov processes (PDMP’s) considering constraints. In this case the main goal is to obtain a theoretical formulation for the equivalence between the original optimal control of PDMP’s with constrains and an infinite dimensional static linear optimization problem over a space of occupation measures of the controlled process. F. Dufour at Inria and O. Costa in USP will mainly carry out this topic.
  • In the second topic we will focus on numerical methods for solving control and filtering problems related to Markov jump linear systems (MJLS). This project will allow a first cooperation between B. de Saporta and E. Costa.
  • The third research subject will be focused on quantum control by using Lyapunov-like stochastic methods and P. Rouchon and P. Pereira da Silva will conduct it.