Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator

DOI10.1016/0045-7825(80)90029-8zbMath0423.73063OpenAlexW2003155416MaRDI QIDQ1134567

W. C. Huisman, Yaakov Yavin

Publication date: 1980

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0045-7825(80)90029-8

zbMATH Keywords

Poisson processrandom nonlinear triangular wave oscillatortwo kinds of perturbationvector of independent standard Wiener processes

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Brownian motion (60J65) Optimal stochastic control (93E20) Random vibrations in dynamical problems in solid mechanics (74H50)

Related Items (6)

Stochastic two-target pursuit-evasion differential games in the plane ⋮ Computation of impulse control laws for a nonlinear stochastic oscillator ⋮ Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation ⋮ Estimation and control for a class of non-linear stochastic systems ⋮ Stochastic pursuit-evasion differential games in the plane ⋮ A pursuit-evasion differential game with noisy measurements of the evader's bearing from the pursuer

Cites Work

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• Probability methods for approximations in stochastic control and for elliptic equations
• Computation of optimal controls of a stochastic van der Pol type oscillator
• On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
• Approximations for functionals and optimal control problems on jump diffusion processes
• Computation of functionals over discontinuous sample paths of a stochastic van der Pol oscillator
• Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II
• Numerical studies of steady, viscous, incompressible flow in a channel with a step
• On the first-passage time for envelope crossing for a linear oscillator

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