Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping

DOI10.1023/A:1015600430713zbMath1018.93034MaRDI QIDQ1851039

Luis G. Crespo, Jian-Qiao Sun

Publication date: 15 December 2002

Published in: Nonlinear Dynamics (Search for Journal in Brave)

zbMATH Keywords

optimizationstochastic optimal controlglobal solutionMarkov chainrandom vibrationsBellman's principle of optimalityshort-time Gaussian approximationcell mapping methodscontrol boundscontrol dependent transition probability matrixcumulant neglect closurefixed state terminal conditions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Solution to a class of stochastic LQ problems with bounded control ⋮ A Minimax Stochastic Optimal Control for Bounded-uncertain Systems ⋮ An efficient parallel implementation of cell mapping methods for MDOF systems ⋮ Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems ⋮ Global Analysis of Stochastic Systems by the Digraph Cell Mapping Method Based on Short-Time Gaussian Approximation ⋮ Stochastic optimal control via Bellman's principle. ⋮ Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems ⋮ Exit location distribution in the stochastic exit problem by the generalized cell mapping method ⋮ Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty ⋮ Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle ⋮ Analysis of global properties for dynamical systems by a modified digraph cell mapping method ⋮ Global Invariant Manifolds of Dynamical Systems with the Compatible Cell Mapping Method ⋮ A nonlinear stochastic optimal bounded control using stochastic maximum principle ⋮ Bifurcations of forced oscillators with fuzzy uncertainties by the generalized cell mapping method

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