A method of optimal control of non-linear stochastic systems with non-quadratic criteria†

DOI10.1080/00207178408933165zbMath0527.93065OpenAlexW1971173415MaRDI QIDQ3309730

Kazuo Yoshida

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933165

zbMATH Keywords

nonlinear feedback controlstatistical linearizationDuffing-type nonlinear systemsnonquadratic performance criteria

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Linearization Techniques in Stochastic Dynamic Systems ⋮ Control of the Duffing oscillator under non-Gaussian external excitation

Cites Work

• Unnamed Item
• Stochastic optimal control for non-linear dynamical systems under noisy observations
• Improved Statistical Linearization for Analysis and Control of Nonlinear Stochastic Systems: Part I: An Extended Statistical Linearization Technique
• Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†

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