Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

DOI10.1023/A:1026049216559zbMath1039.70019MaRDI QIDQ1418924

D. Massart

Publication date: 14 January 2004

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

zbMATH Keywords

nonlinear system; stochastic optimal control; first-passage time

Mathematics Subject Classification ID

70L05: Random vibrations in mechanics of particles and systems

70Q05: Control of mechanical systems

93E20: Optimal stochastic control