The National Science Foundation (NSF) awarded a $166,110 Project Grant under its Mathematical and Physical Sciences (CFDA 47.049) program to the University of Connecticut (UConn) for the period of June 1, 2024 to May 31, 2027.
The grant funds a collaborative research program between UConn and a UK-based investigator to develop new approaches for the design, analysis, and numerical implementation of feedback controls for complex stochastic dynamical systems. The key focus areas include: (1) stabilization of random dynamic systems with continuous-time processes and discrete-time observations, (2) discrete-time state feedback control strategies for regime-switching stochastic differential systems, and (3) computational methods for partially observed systems. The project will also investigate mean-field control and game problems for dynamic systems with mean-field interactions and switching diffusions. This research aims to enhance the US-UK scientific collaboration and provide training opportunities for students and postdocs in these technical areas.
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