Robert Hannes Moldenhauer
Contact information
Location: Building 193, Level 3, Room 315
Thesis title
Stabilizing control of stochastic systems with dynamic programming
Research overview
Optimal control is concerned with finding control inputs to a dynamical system such that a cost is minimized. Stability, on the other hand, is the tendency of a dynamical system to return to a balanced state after being perturbed. Our goal is to develop a comprehensive theoretical framework that combines these two concepts for stochastic systems, facilitating the design of optimal controllers which are guaranteed to stabilize under random uncertainty. In turn, stability enhances the implementation of these controllers by providing benefits such as robustness and improved error bounds for numerical methods.
This PhD project addresses general nonlinear discrete-time systems with random inputs, operating in a closed loop under control inputs that are (near-)optimal for general nonlinear costs. Under appropriate stabilizability and detectability assumptions, we aim to guarantee stability properties for the closed loop. We further aim to leverage this stability to achieve robustness and improved error bounds for numerical algorithms.
Supervisors
Dr Romain Postoyan (Université de Lorraine, France)
Qualifications
B.Sc. in Mathematics (TU Ilmenau)
B.Sc. in Technical Cybernetics and Systems Theory (TU Ilmenau)
M.Sc. in Technical Cybernetics and Systems Theory (TU Ilmenau)