A nonlinear stochastic optimal bounded control using stochastic maximum principle

DOI10.1177/1077546313508577zbMath1349.93356OpenAlexW2033253077MaRDI QIDQ2832379

Rongchun Hu, Wei-Qiu Zhu, Zu-Guang Ying

Publication date: 11 November 2016

Published in: Journal of Vibration and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1077546313508577

zbMATH Keywords

stochastic maximum principlebounded controlstochastic averagingnonlinear stochastic optimal controlstochastic quasi-Hamiltonian system

Mathematics Subject Classification ID

Integer programming (90C10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Cites Work

• A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems
• Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
• A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation
• Chattering-free sliding mode control for a class of nonlinear mechanical systems
• A STOCHASTIC OPTIMAL SEMI-ACTIVE CONTROL STRATEGY FOR ER/MR DAMPERS
• Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
• Stochastic Averaging of Quasi-Integrable Hamiltonian Systems
• Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation
• An optimal nonlinear feedback control strategy for randomly excited structural systems

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