A method of optimal control of non-linear stochastic systems with non-quadratic criteria†

DOI10.1080/00207178408933165MaRDI QIDQ3309730zbMATH OpenOpenAlexFDO

Authors Kazuo Yoshida

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933165

zbMATH Keywords

Duffing-type nonlinear systemsnonlinear feedback controlnonquadratic performance criteriastatistical linearization

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming (90C39) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites work

• Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Improved Statistical Linearization for Analysis and Control of Nonlinear Stochastic Systems: Part I: An Extended Statistical Linearization Technique
• Stochastic optimal control for non-linear dynamical systems under noisy observations

Cited in

(2)

• Control of the Duffing oscillator under non-Gaussian external excitation
• Linearization techniques in stochastic dynamic systems

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