In this paper, we present a data-driven model predictive control (MPC) scheme that is capable of stabilizing unknown linear time-invariant systems under the influence process disturbances. To end, Willems' lemma used to predict future behavior system. This allows entire be set up using only priori measured data and knowledge an upper bound on system order. First, develop state-feedback MPC sche...

In this paper, we study two kinds of singular optimal controls (SOCs for short) problems where the systems governed by forward-backward stochastic differential equations (FBSDEs short), in which control has components: regular control, and one. Both drift diffusion terms may involve variable. The domain is postulated to be convex. Under certain assumptions, framework Malliavin calculus, derive ...