Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle

Author:

Gu X. D.,Zhu W. Q.,Xu W.

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Applied Mathematics,Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Control and Systems Engineering

Reference20 articles.

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2. Fleming, W.H., Soner, H.M.: Controlled Markov Process and Viscosity Solutions. Springer, New York (1992)

3. Kovaleva, A.S.: Asymptotic solution of the optimal control problem for non-linear oscillations in the neighbourhood of resonance. Prikl. Math. Mekh. 62(6), 913–922 (1999)

4. Kushner, H.J.: Optimality conditions for the average cost per unit time problem with a diffusion model. SIAM J. Control Optim. 16, 330–346 (1978)

5. Liu, Z.H., Zhu, W.Q.: Stochastic averaging of quasi integrable Hamiltonian systems with delayed feedback control. J. Sound Vib. 299, 178–195 (2007)

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