Stochastic optimal control of MDOF nonlinear systems under combined harmonic and wide-band noise excitations

DOI10.1007/s11071-014-1727-0zbMath1345.93166OpenAlexW1985545303MaRDI QIDQ493943

Yong-Cai Geng, Sumit K. Garg

Publication date: 7 September 2015

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

Full work available at URL: https://doi.org/10.1007/s11071-014-1727-0

zbMATH Keywords

stochastic optimal controldynamical programmingstochastic averagingharmonic and wind-band noise excitationsmulti-degrees-of-freedom nonlinear systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Analytic approximation of solutions (perturbation methods, asymptotic methods, series, etc.) of dynamical problems in solid mechanics (74H10) Dynamic programming (90C39) Optimal stochastic control (93E20) Dynamical systems in control (37N35) Simulation of dynamical systems (37M05)

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