Computation of impulse control laws for a nonlinear stochastic oscillator

DOI10.1016/0045-7825(81)90101-8MaRDI QIDQ1155432zbMATH OpenOpenAlexFDO

Authors Y. Yavin, Antoinetta Venter

Publication date 1981

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0045-7825(81)90101-8

zbMATH Keywords

closed-form solutionoptimal impulse controlnonlinear stochastic second-order system

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Optimal stochastic control (93E20) Random vibrations in dynamical problems in solid mechanics (74H50) Random vibrations in mechanics of particles and systems (70L05) Waves in solid mechanics (74J99)

Cites work

• scientific article; zbMATH DE number 3548864 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
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• Approximations and computational methods for optimal stopping and stochastic impulsive control problems
• Comments on Maxwell's equations
• Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
• On the numerical solution of two coupled nonlinear partial integro- differential equations related to the optimal control of a nonlinear noisy oscillator
• Optimal control of a nonlinear noisy sine wave oscillator
• Optimal controls that maximize the expectation of first passage time
• Probability methods for approximations in stochastic control and for elliptic equations
• Stochastic analysis of oscillators with non-linear damping

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