Hybrid solution method for dynamic programming equations for MDOF stochastic systems

DOI10.1023/A:1008304230605zbMath0963.93078MaRDI QIDQ1577526

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

Publication date: 12 June 2001

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

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationtransformationsmechanical systemmodal coordinatesrandom excitationhybrid solution

Mathematics Subject Classification ID

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

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Unnamed Item ⋮ A Minimax Stochastic Optimal Control for Bounded-uncertain Systems ⋮ Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem ⋮ Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems ⋮ A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems ⋮ Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems ⋮ 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 ⋮ Feedback control optimization of nonlinear systems under random excitations

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