Computation of impulse control laws for a nonlinear stochastic oscillator

DOI10.1016/0045-7825(81)90101-8zbMath0466.73116OpenAlexW2000509677MaRDI QIDQ1155432

Antoinetta Venter, Yaakov Yavin

Publication date: 1981

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(81)90101-8

zbMATH Keywords

closed-form solutionoptimal impulse controlnonlinear stochastic second-order system

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Optimal stochastic control (93E20) Random vibrations in dynamical problems in solid mechanics (74H50) Discrete approximations in optimal control (49M25) Waves in solid mechanics (74J99)

Cites Work

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• Probability methods for approximations in stochastic control and for elliptic equations
• Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
• Optimal control of a nonlinear noisy sine wave oscillator
• Approximations and computational methods for optimal stopping and stochastic impulsive control problems
• On the numerical solution of two coupled nonlinear partial integro- differential equations related to the optimal control of a nonlinear noisy oscillator
• Stochastic analysis of oscillators with non-linear damping
• Optimal controls that maximize the expectation of first passage time
• Comments on Maxwell's equations

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