Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle
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Cites work
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A General Stochastic Maximum Principle for Optimal Control Problems
- A stochastic optimal semi-active control strategy for ER/MR dampers
- An optimal nonlinear feedback control strategy for randomly excited structural systems
- Feedback Stabilization of Quasi-Integrable Hamiltonian Systems
- Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems
- Forward-backward stochastic differential equations and their applications
- Numerical Algorithms for Forward-Backward Stochastic Differential Equations
- On Numerical Approximations of Forward-Backward Stochastic Differential Equations
- On the relation between ordinary and stochastic differential equations
- Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
- Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
- Stochastic averaging of quasi-integrable Hamiltonian systems with delayed feedback control
- Stochastic minimax control for stabilizing uncertain quasi-integrable Hamiltonian systems
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(16)- Stochastic optimal control of quasi integrable Hamiltonian systems subject to actuator saturation
- Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current
- Stochastic control
- Nonlinear stochastic optimal control of viscoelastic systems
- On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
- A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems
- Stochastic stabilization of quasi non-integrable Hamiltonian systems
- Feedback maximization of reliability of MDOF quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations
- Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)
- Stochastic dynamics and fractional optimal control of quasi integrable Hamiltonian systems with fractional derivative damping
- Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems
- On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory
- Stochastic minimax control for stabilizing uncertain quasi-integrable Hamiltonian systems
- Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle
- Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty
- Control of quasi non-integrable Hamiltonian systems for targeting a specified stationary probability density
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