Hayk Sedrakyan

Hayk is an Armenian PhD student recruited by UMPC. He is working on Averaging and ergodic optimal control problems and will be seconded to the University of Padova.

 ME(Hayk).jpg Hayk Sedrakyan - UPMC

  • Main host organisation: Université Pierre et Marie Curie - Paris 6
  • Supervisor: Hélène Frankowska and Marc Quincampoix
  • Secondment organisation: Università degli Studi di Padova, Italy
  • Nationality: Armenian
  • Fellowship duration: September 2011 - August 2014
  • Background: Hayk obtained a master's degree  in Probability Theory (2010) from Yerevan State University, Armenia, and two master's degree in Industrial Mathematics (2011) from TU Kaiserslautern, Germany and JKU Linz, Austria.
  • Email address


SADCO Project title: Averaging and ergodic optimal control problems

The ergodic control problem, namely the asymptotic behaviour of the value of an optimal control problem when the horizon converges to infinity, is classically studied through a limit of a suitable Hamilton-Jacobi equations. This could be expressed in terms of limit Hamiltonian (effective Hamiltonian) in the context of the ergodic problem for Hamilton-Jacobi equations. In terms of the control system his requires controllability and dissipativity assumptions. Our goal is to weaken this controllability assumption and to investigate the nonconvex Hamiltonian case (differential games) which still remains widely open. This is a research area, having connections to averaging methods for singular perturbations systems, which remains largely unexplored.


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