Stochastic control of hysteretic structural systems.
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A model of a controlled complex system under earthquake excitations is considered. The model is represented by a partially observable controlled system whose state and observation dynamics are described by stochastic differential equations driven by a Brownian motion. The possibilities of a practical solution to joint nonlinear filtering and optimal control problems, using approximation and linearization techniques, are discussed.
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Cites work
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- scientific article; zbMATH DE number 4012098 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- On the Separation Theorem of Stochastic Control
- Stochastic processes and filtering theory
- Stochastic stability and control
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