Stochastic port-Hamiltonian systems and applications to stochastic optimal control (C05)

• Subject Area: Mathematics
• Term: since 2025
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 531152215

In order to systematically integrate stochastic influences such as random noise into the port-Hamiltonian formalism, a novel approach is developed that extends Dirac structures by a stochastic component. This offers the possibility to develop more realistic models and at the same time to obtain a stochastic dissipativity inequality. Subsequently, optimal control problems for stochastic port-Hamiltonian systems are treated and strategies are derived that control these systems optimally into desired configurations.

• DFG Programme: Collaborative Research Centres
• Subproject of: SFB 1701: Port-Hamiltonian Systems
• Applicant Institution: Bergische Universität Wuppertal
• Project Heads: Professor Dr. Matthias Ehrhardt; Professor Dr. Thomas Kruse