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.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.