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Nonlinear Stochastic Optimal Control of Quasi Hamiltonian Systems

[+] Author Affiliations
W. Q. Zhu

Zhejiang University, Hangzhou, China

Paper No. DETC2005-84361, pp. 1719-1733; 15 pages
doi:10.1115/DETC2005-84361
From:
  • ASME 2005 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 1: 20th Biennial Conference on Mechanical Vibration and Noise, Parts A, B, and C
  • Long Beach, California, USA, September 24–28, 2005
  • Conference Sponsors: Design Engineering Division and Computers and Information in Engineering Division
  • ISBN: 0-7918-4738-1 | eISBN: 0-7918-3766-1
  • Copyright © 2005 by ASME

abstract

In recent years, a class of nonlinear stochastic optimal control strategies were developed by the present author and his co-workers for minimizing the response, stabilization and maximizing the reliability and mean first-passage time of quasi Hamiltonian systems based on the stochastic averaging method for quasi Hamiltonian systems and the stochastic dynamic programming principle. This review summaries the basic idea, procedures and applications of these strategies and pointes out necessary further work.

Copyright © 2005 by ASME
Topics: Optimal control

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