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Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise

โœ Scribed by Dunyak, James P.; Freidlin, Mark I.


Book ID
118207991
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
716 KB
Volume
36
Category
Article
ISSN
0363-0129

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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