Time-delay stochastic optimal control and stabilization of quasi-integrable Hamiltonian systems

Abstract

Innovative procedures for the time-delay stochastic optimal control and stabilization of quasi-integrable Hamiltonian systems subject to Gaussian white noise excitations are proposed. First, the problem of time-delay stochastic optimal control of quasi-integrable Hamiltonian systems is formulated and converted into the problem of stochastic optimal control without time delay. Then the converted control problem is solved by applying the stochastic averaging method for quasi-integrable Hamiltonian systems and the stochastic dynamical programming principle. The time-delay feedback stabilization of quasi-integrable Hamiltonian systems is formulated as an ergodic control problem with an un-determined cost function which is determined later by minimizing the largest Lyapunov exponent of the controlled system. As an example, a two-degree-of-freedom quasi-integrable Hamiltonian system with time-delay feedback control forces is investigated in detail to illustrate the procedures and their effectiveness.