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On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

โœ Scribed by Wei-qui Zhu; Zu-guang Ying


Book ID
111840057
Publisher
SP Zhejiang University Press
Year
2004
Tongue
English
Weight
283 KB
Volume
5
Category
Article
ISSN
1009-3095

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Stochastic optimal time-delay control of
โœ Ju Feng; Wei-Qiu Zhu; Zhong-Hua Liu ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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