Generalized density evolution equation based structural stochastic optimal control

MaRDI QIDQ3170887zbMATH OpenFDO

Authors Jie Li, Yongbo Peng

Publication date 29 September 2011

zbMATH Keywords

maximum principlesstructural performancegeneral density evolution equationweighting matrices choices

Mathematics Subject Classification ID

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

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Cited in

(1)

• Stochastic optimal control of structural systems

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