Stochastic optimal control for first-passage failure of nonlinear oscillators with multi-degrees-of-freedom

Journal of Shanghai Jiaotong University (Science) ◽

10.1007/s12204-013-1428-8 ◽

2013 ◽

Vol 18 (5) ◽

pp. 577-582

Author(s):

Yang-yan Gao ◽

Yong-jun WU

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Degrees Of Freedom ◽

Nonlinear Oscillators ◽

First Passage ◽

First Passage Failure

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Stochastic optimal control of first-passage failure for rectangular thin plate vibration model under gaussian white-noise excitations

Transactions of Tianjin University ◽

10.1007/s12209-011-1607-3 ◽

2011 ◽

Vol 17 (6) ◽

pp. 431-434 ◽

Author(s):

Gen Ge ◽

Hongli Wang

Keyword(s):

Optimal Control ◽

White Noise ◽

Stochastic Optimal Control ◽

Gaussian White Noise ◽

Plate Vibration ◽

Rectangular Thin Plate ◽

First Passage ◽

Vibration Model ◽

First Passage Failure

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Stochastic optimal control of first-passage failure for coupled Duffing–van der Pol system under Gaussian white noise excitations

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2004.11.066 ◽

2005 ◽

Vol 25 (5) ◽

pp. 1221-1228 ◽

Author(s):

Wei Li ◽

Wei Xu ◽

Junfeng Zhao ◽

Shaojuan Ma

Keyword(s):

Optimal Control ◽

White Noise ◽

Stochastic Optimal Control ◽

Gaussian White Noise ◽

Van Der Pol ◽

First Passage ◽

First Passage Failure

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First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

Archive of Applied Mechanics ◽

10.1007/s00419-007-0174-5 ◽

2007 ◽

Vol 78 (7) ◽

pp. 501-515 ◽

Author(s):

Y. J. Wu ◽

M. Luo ◽

W. Q. Zhu

Keyword(s):

Nonlinear Oscillators ◽

First Passage ◽

Strongly Nonlinear ◽

First Passage Failure ◽

Strongly Nonlinear Oscillators

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First-passage failure of single-degree-of-freedom nonlinear oscillators with fractional derivative

Journal of Vibration and Control ◽

10.1177/1077546312456057 ◽

2012 ◽

Vol 19 (14) ◽

pp. 2154-2163 ◽

Author(s):

Lincong Chen ◽

Zhongshen Li ◽

Qingqu Zhuang ◽

Weiqiu Zhu

Keyword(s):

Fractional Derivative ◽

Nonlinear Oscillators ◽

Degree Of Freedom ◽

First Passage ◽

Single Degree Of Freedom ◽

Single Degree ◽

First Passage Failure

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Balanced Stochastic Optimal Control of Uncertain Linear Systems with Constraints

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.535 ◽

2020 ◽

Vol 53 (2) ◽

pp. 7172-7178

Author(s):

Jannik Hahn ◽

Olaf Stursberg

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Stochastic Optimal Control ◽

Uncertain Linear Systems

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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2006.06.006 ◽

2007 ◽

Vol 31 (7) ◽

pp. 2168-2195 ◽

Author(s):

Thamayanthi Chellathurai ◽

Thangaraj Draviam

Keyword(s):

Optimal Control ◽

Control Theory ◽

Transaction Costs ◽

Portfolio Selection ◽

Stochastic Optimal Control ◽

Optimal Control Theory ◽

Proportional Transaction Costs ◽

Dynamic Portfolio

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First-passage failure of preisach hysteretic systems

Acta Mechanica Solida Sinica ◽

10.1016/s0894-9166(14)60056-2 ◽

2014 ◽

Vol 27 (5) ◽

pp. 477-485 ◽

Author(s):

Ming Xu ◽

Xiaoling Jin ◽

Yong Wang ◽

Zhilong Huang

Keyword(s):

First Passage ◽

Hysteretic Systems ◽

First Passage Failure

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Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem

Monte Carlo Methods and Applications ◽

10.1515/mcma.2000.6.3.175 ◽

2000 ◽

Vol 6 (3) ◽

Author(s):

W. Grecksch ◽

F. Heyde ◽

Chr. Tammer

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Proximal Point Algorithm ◽

Proximal Point ◽

Stochastic Optimal Control Problem

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Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems

Systems & Control Letters ◽

10.1016/j.sysconle.2011.10.003 ◽

2012 ◽

Vol 61 (1) ◽

pp. 143-147 ◽

Author(s):

J. Frédéric Bonnans ◽

Francisco J. Silva

Keyword(s):

Optimal Control ◽

Error Estimates ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Barrier Method ◽

Linear Quadratic ◽

Logarithmic Barrier

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A multisectoral stochastic optimal control model for the U.K. to derive future energy policies

International Journal of Systems Science ◽

10.1080/00207728108963815 ◽

1981 ◽

Vol 12 (10) ◽

pp. 1221-1260 ◽

Author(s):

DIPAK R. BASU

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Control Model ◽

Energy Policies

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