Hybrid solution method for dynamic programming equations for MDOF stochastic systems

DOI10.1023/A:1008304230605MaRDI QIDQ1577526zbMATH OpenWikidataFDO

Authors Alexander S. Bratus, M. F. Dimentberg, Daniil V. Iourtchenko, Mohammad Noori

Publication date 12 June 2001

Published in Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

transformationsHamilton-Jacobi-Bellman equationoptimal controlmechanical systemrandom excitationhybrid solutionmodal coordinates

Mathematics Subject Classification ID

Control of mechanical systems (70Q05) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Transformations (93B17)

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Cited in

(12)

• Feedback control optimization of nonlinear systems under random excitations
• Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem
• A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems
• Nonlinear stochastic optimal control of MDOF partially observable linear systems excited by combined harmonic and wide-band noises
• Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems
• A stochastically averaged optimal control strategy for quasi-Hamiltonian systems with actuator saturation
• Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty
• Regularization of the Hamilton-Jacobi-Bellman equation with nonlinearity of the module type in optimal control problems
• Bounded control of random vibration: Hybrid solution to HJB equations
• A minimax stochastic optimal control for bounded-uncertain systems
• scientific article; zbMATH DE number 5190527 (Why is no real title available?)
• Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems

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