Abstract

The stochastic optimal control is an important research subject in structural engineering. Recently, a stochastic optimal nonlinear control method has been proposed based on the stochastic dynamical programming principle and sto- chastic averaging method. The active and semi-active stochastic optimal control methods have been further developed for structural systems. The control saturation or bound, partial state observation, etc. have been taken into account by the sto- chastic optimal control. The present paper surveys these research developments.

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