Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle
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Publication:354098
DOI10.1007/S11071-012-0494-ZzbMATH Open1267.93183OpenAlexW2090422852MaRDI QIDQ354098FDOQ354098
Publication date: 17 July 2013
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-012-0494-z
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Cites Work
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- Numerical Algorithms for Forward-Backward Stochastic Differential Equations
- On the relation between ordinary and stochastic differential equations
- Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
- A stochastic optimal semi-active control strategy for ER/MR dampers
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- Feedback Stabilization of Quasi-Integrable Hamiltonian Systems
- Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
- An optimal nonlinear feedback control strategy for randomly excited structural systems
- Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems
- Stochastic minimax control for stabilizing uncertain quasi-integrable Hamiltonian systems
Cited In (9)
- Stochastic optimal control of quasi integrable Hamiltonian systems subject to actuator saturation
- On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
- Stochastic stabilization of quasi non-integrable Hamiltonian systems
- Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)
- Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems
- On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory
- Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty
- Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle
- Control of quasi non-integrable Hamiltonian systems for targeting a specified stationary probability density
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