Minkowski, Lyapunov, and Bellman: Inequalities and Equations for Stability and Optimal Control
Date and time: 18 January 2022, 15:00-16:00 CET
Speaker: Professor Saša V. Raković, Beijing Institute of Technology
Title: Minkowski, Lyapunov, and Bellman: Inequalities and Equations for Stability and Optimal Control
PLEASE NOTE – DUE TO THE PANDEMIC SITUATION THE SEMINAR WILL BE FULLY DIGITAL!
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Administrator: Changxin Liu
Moderator: Karl H Johansson
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Abstract: The classical Lyapunov and Bellman equations, and inequalities, are cornerstone objects in linear systems theory. These equations, and inequalities, are concerned with convex quadratic functions verifying stability in case of the Lyapunov equation and providing optimality in case of the Bellman equation. Rather peculiarly, prior to my work in the area, very little had been known about the related Lyapunov and Bellman equations, and inequalities, within the space of the Minkowski functions of nonempty convex compact subsets containing the origin in their interior. My recent research has provided complete characterizations of the solutions to the Lyapunov and Bellman equations, and inequalities, within the space of the Minkowski functions, referred to as the Minkowski–Lyapunov and Minkowski–Bellman equations, and inequalities, respectively. The talk outlines key results underpinning these fundamental equations and inequalities, and draws parallels with traditional results on the classical Lyapunov and Bellman equations and inequalities.
Bio: Professor Saša V. Raković received the Ph.D. degree in Control Theory from Imperial College London. His Ph.D. research was awarded the Eryl Cadwaladr Davies Prize 2005 as the best PhD thesis in the EEE Department of Imperial College. Saša V. Raković has been affiliated with several leading international universities, including, inter alia, Imperial College London, ETH Zürich, Oxford University, UMD at College Park, UT at Austin and Texas A&M University at College Station. He is currently a full Professor at Beijing Institute of Technology, Beijing.
His research interests and activity span broad areas of artificial intelligence, autonomy, controls, dynamics, systems, applied mathematics, optimization, and set-valued analysis. His research is driven by problems that belong to the intersection of artificial intelligence, controls, dynamics, systems, and optimization.Saša V. Raković and William S. Levine have edited a recent and very popular “Handbook of Model Predictive Control” published by Springer Nature. Saša V. Raković has authored 112 publications, most of which are highly cited (i.e., more than 6400 citations according to Google Scholar) and are published in leading international journals and proceedings of key conferences in the fields of control theory and engineering. Saša V. Raković is best known for his research in model predictive control, and he has made significant contributions to theory, computation, and implementation of conventional, robust and stochastic model predictive control. He is one of the key pioneers of the tube model predictive control framework.