Risk-averse control of multistable structures

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The author considers the problem of keeping a near-Hamiltonian system subject to stochastic perturbations inside a prescribed safe region using output-feedback. NEWLINENEWLINENEWLINEThe chosen approach is an optimal control method, where the structure of the system near the separatrix dividing the safe and the unsafe region allows the stochastic Melnikov method for optimal control problems to be used. NEWLINENEWLINENEWLINEThe method is illustrated by an application to the controlled Duffing-Holmes equation.NEWLINENEWLINEFor the entire collection see [Zbl 0959.00020].











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