Stochastic optimal control for first-passage failure of nonlinear oscillators with multi-degrees-of-freedom
Author:
Publisher
Springer Science and Business Media LLC
Subject
Multidisciplinary
Link
http://link.springer.com/content/pdf/10.1007/s12204-013-1428-8.pdf
Reference11 articles.
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3. Yu Z Y. The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls [J]. Automatica, 2012, 48: 2420–2432.
4. Gu X D, Zhu W Q, Xu W. Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle [J]. Nonlinear Dynamics, 2012, 70: 779–787.
5. Zhu Wei-qiu. Nonlinear stochastic dynamics and control: Hamiltonian theoretical framework [M]. Beijing: Science Press, 2003 (in Chinese).
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