Stochastic optimal time-delay control of
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Ju Feng; Wei-Qiu Zhu; Zhong-Hua Liu
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Article
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2011
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Elsevier Science
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English
⚖ 408 KB
A nonlinear stochastic optimal time-delay control strategy for quasi-integrable Hamiltonian systems is proposed. First, a stochastic optimal control problem of quasi-integrable Hamiltonian system with time-delay in feedback control subjected to Gaussian white noise is formulated. Then, the time-dela