Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators (Q4967886): Difference between revisions

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scientific article; zbMATH DE number 7079346

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English	Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators	scientific article; zbMATH DE number 7079346

Statements

instance of

scholarly article

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title

Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators (English)

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published in

ESAIM: Proceedings and Surveys

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publication date

11 July 2019

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zbMATH Keywords

optimal stopping

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optimal control problems

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stochastic variational inequalities

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elasto-plastic oscillators

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random forcing

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Hamilton-Jacobi-Bellman equations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1051/proc/201965425

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cites work

FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY

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Q3241581

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Q3953613

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An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise

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Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise

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An analytic approach to the ergodic theory of a stochastic variational inequality

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An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise

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Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise

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NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise

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Q5556844

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Some Convergence Results for Howard's Algorithm

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Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators

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On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions

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On Randomly Excited Hysteretic Structures

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White noise excited non-ideal elasto-plastic oscillator

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Q4097611

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Q3266141

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Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise

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Random vibration and spectral analysis

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Q4895245

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Q3995330

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Q4728403

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Optimal stochastic control, stochastic target problems, and backward SDE.

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On the Distribution of the First-Passage Time for Normal Stationary Random Processes

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Random Fields

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Identifiers

zbMATH Open document ID

1418.49013

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DOI

10.1051/proc/201965425

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4967886

@@ Property / cites work @@
+FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY
+Normal rank
@@ Property / cites work @@
+Q3241581
@@ Property / cites work: Q3241581 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3953613
@@ Property / cites work: Q3953613 / rank @@
+Normal rank
@@ Property / cites work @@
+An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise
+Normal rank
@@ Property / cites work @@
+Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise
+Normal rank
@@ Property / cites work @@
+An analytic approach to the ergodic theory of a stochastic variational inequality
+Normal rank
@@ Property / cites work @@
+An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise
+Normal rank
@@ Property / cites work @@
+Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise
+Normal rank
@@ Property / cites work @@
+NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise
+Normal rank
@@ Property / cites work @@
+Q5556844
@@ Property / cites work: Q5556844 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Convergence Results for Howard's Algorithm
@@ Property / cites work: Some Convergence Results for Howard's Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators
+Normal rank
@@ Property / cites work @@
+On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions
+Normal rank
@@ Property / cites work @@
+On Randomly Excited Hysteretic Structures
@@ Property / cites work: On Randomly Excited Hysteretic Structures / rank @@
+Normal rank
@@ Property / cites work @@
+White noise excited non-ideal elasto-plastic oscillator
+Normal rank
@@ Property / cites work @@
+Q4097611
@@ Property / cites work: Q4097611 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3266141
@@ Property / cites work: Q3266141 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise
+Normal rank
@@ Property / cites work @@
+Random vibration and spectral analysis
@@ Property / cites work: Random vibration and spectral analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4895245
@@ Property / cites work: Q4895245 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995330
@@ Property / cites work: Q3995330 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4728403
@@ Property / cites work: Q4728403 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+On the Distribution of the First-Passage Time for Normal Stationary Random Processes
+Normal rank
@@ Property / cites work @@
+Random Fields
@@ Property / cites work: Random Fields / rank @@
+Normal rank