Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators

DOI10.1051/proc/201965425zbMath1418.49013OpenAlexW2935340977WikidataQ128123970 ScholiaQ128123970MaRDI QIDQ4967886

No author found.

Publication date: 11 July 2019

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201965425

zbMATH Keywords

optimal stopping Hamilton-Jacobi-Bellman equations random forcing optimal control problems stochastic variational inequalities elasto-plastic oscillators

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

Optimal stochastic control, stochastic target problems, and backward SDE.
An analytic approach to the ergodic theory of a stochastic variational inequality
Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators
White noise excited non-ideal elasto-plastic oscillator
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise
Random vibration and spectral analysis
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise
An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise
FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY
On Randomly Excited Hysteretic Structures
Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise
Some Convergence Results for Howard's Algorithm
On the Distribution of the First-Passage Time for Normal Stationary Random Processes
Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise
On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions
Random Fields
An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item

This page was built for publication: Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators