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Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle

โœ Scribed by Gu, X. D.; Zhu, W. Q.

Book ID
121428738
Publisher
Springer Netherlands
Year
2013
Tongue
English
Weight
516 KB
Volume
76
Category
Article
ISSN
0924-090X

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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