Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations

DOI10.1016/j.chaos.2004.11.066zbMath1142.93443OpenAlexW2039012208MaRDI QIDQ2484901

Wei Li, Wei Xu, Jun-Feng Zhao, Shao-juan Ma

Publication date: 3 August 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.11.066

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (6)

Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing-Rayleigh-Mathieu system ⋮ The analysis of stochastic resonance and bearing fault detection based on linear coupled bistable system under Lévy noise ⋮ First-passage failure minimization of stochastic Duffing-Rayleigh-Mathieu system ⋮ Complex dynamics in three-well Duffing system with two external forcings ⋮ Dynamic analysis of the nonlinear chaotic system with multistochastic disturbances ⋮ First-passage problem for strong nonlinear stochastic dynamical systems

Cites Work

• First-passage failure of quasi-non-integrable-Hamiltonian systems
• Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems
• Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems
• Vibration control for the primary resonance of the van der Pol oscillator by a time delay state feedback
• Stochastic averaging of quasi-integrable Hamiltonian systems under combined harmonic and white noise excitations
• Global optimal control and system-dependent solutions in the hardening Helmholtz--Duffing oscillator
• Optimal feedback control of strongly non-linear systems excited by bounded noise
• Non-linear stochastic optimal control for coupled-structures system of multi-degree-of-freedom
• Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
• STOCHASTIC STABILITY OF QUASI-NON-INTEGRABLE-HAMILTONIAN SYSTEMS

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