This project deals with problems of optimal stochastic control and its applications. These involve switching systems, ergodic control, and control of distributed parameter systems. Specifically, the PI's will study the optical control of switching systems, free boundary problems in several dimensions and the long-time cost criteria in ergodic control problems. The applications of such studies include the optimal scheduling of multiple power generations to meet a random demand for power, the control of queuing and production systems, and the control of chemical reactions, space structures, robots, etc.
