Stochastic variational integrators for system propagation and linearization

DOI10.19124/IMA.2015.001.17MaRDI QIDQ5092748zbMATH OpenOpenAlexFDO

Authors Gerardo de la Torre, Evangelos Theodorou

Publication date 22 July 2022

Published in Proceedings of the IMA Conference on Mathematics of Robotics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.19124/ima.2015.001.17

zbMATH Keywords

stochastic differential dynamical programmingstochastic variational integrator

Mathematics Subject Classification ID

Existence theories for optimal control problems involving relations other than differential equations (49J21) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming (90C39)

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(3)

• Integration Algorithm for Covariance Nonstationary Dynamic Analysis of SDOF Systems Using Equivalent Stochastic Linearization
• Variational integrators for stochastic dissipative Hamiltonian systems
• Numerical trajectory optimization for stochastic mechanical systems

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