Computation of optimal controls of a stochastic van der Pol type oscillator

DOI10.1016/0016-0032(75)90008-3zbMath0322.93045OpenAlexW1968237732MaRDI QIDQ1224034

Yaakov Yavin, Menahem Friedman

Publication date: 1975

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(75)90008-3

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator, Suboptimal controls of a second-order system subjected to discontinuous random perturbations, On the numerical solution of two coupled nonlinear partial integro- differential equations related to the optimal control of a nonlinear noisy oscillator

Cites Work

• Numerical studies of steady, viscous, incompressible flow in a channel with a step
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