Advances in research on nonlinear stochastic optimal control of quasi-Hamiltonian systems

被引：0
作者：
机构：
[1] Department of Mechanics, School of Aeronautics and Astronautics, Zhejiang University
来源：
Zhu, W. (wqzhu@yahoo.com) | 1600年 / Chinese Academy of Mechanics卷 / 43期
关键词：
Nonlinear stochastic dynamics; Nonlinear stochastic optimal control; Quasi-Hamiltonian system; Stochastic averaging; Stochastic dynamical programming;
D O I：
10.6052/1000-0992-12-045
中图分类号：
学科分类号：
摘要：
Advances in the theory of nonlinear stochastic optimal control of quasi-Hamiltonian systems and its applications in the last decade is summarized. It includes: (1) the basic nonlinear stochastic optimal control strategies based on the stochastic averaging method for quasi-Hamiltonian systems and the stochastic dynamical programming principle, that is, response minimization control, stochastic stabilization, first-passage failure minimization control, and the control for targeting a specified stationary probability density function; (2) further study on the nonlinear stochastic optimal control for application, such as optimal control of partially observable systems, bounded optimal control, time-delay optimal control, semi-active optimal control and minimax control; (3) the integrated nonlinear stochastic optimal control strategy; (4) the applications of the nonlinear stochastic optimal control strategy to engineering structures including hysteretic systems and fractional derivative systems. Some related background and problems to be studied in future are also pointed out.
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页码：39 / 55
页数：16
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