Stochastic Optimal Control of Structural Systems

Stochastic Optimal Control of Structural Systems

The stochastic optimal control is an important research subject in structural engineering. Recently, a stochastic optimal nonlinear control method has been proposed based on the stochastic dynamical programming principle and stochastic averaging method. The active and semi-active stochastic optimal control methods have been further developed for structural systems. The control saturation or bou...

Optimal Control of Nonlinear Multivariable Systems

This paper concerns a study on the optimal control for nonlinear systems. An appropriate alternative in order to alleviate the nonlinearity of a system is the exact linearization approach. In this fashion, the nonlinear system has been linearized using input-output feedback linearization (IOFL). Then, by utilizing the well developed optimal control theory of linear systems, the compensated ...

Optimal Performance Control of Stochastic Dynamical Systems

A family of performance control policies of stochastic dynamic systems are proposed based on the probability density evolution theory and numerical optimizing strategies in the present paper. Firstly, the general form of the control policies of stochastic optimal control systems is raised according to the classical optimal control theory of linear quadratic regulator (LQR). Then, three classes ...

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran

Optimal Structural Control under Stochastic Uncertainty: Robust Optimal Open-Loop Feedback Control

Optimal feedback controls of PDor PID-type can be approximated very efficiently by optimal open-loop feedback controls based on optimal open-loop controls. Extending the standard construction, stochastic optimal open-loop feedback controls are constructed by taking into account still the random parameter variations in the control system. Hence, corresponding to the standard deterministic case, ...