Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty

DOI10.1080/00207720902989296zbMath1287.93110OpenAlexW2126961860MaRDI QIDQ5416375

Yong Wang, Wei-Qiu Zhu, Zu-Guang Ying

Publication date: 20 May 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720902989296

zbMATH Keywords

robustnessstochastic averaging methodparametric uncertaintyquasi-Hamiltonian systemstochastic dynamical programming principlenon-linear stochastic optimal control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items (3)

Probability‐weighted nonlinear stochastic optimal control strategy of quasi‐integrable Hamiltonian systems with uncertain parameters ⋮ Non-linear stochastic optimal control of acceleration parametrically excited systems ⋮ Robust stability analysis of linear systems with parametric uncertainty

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