Hybrid solution method for dynamic programming equations for MDOF stochastic systems

Dynamics and Control

Volumn 10, Issue 1, 2000, Pages 107-116

  Bratus', A ^a   Dimentberg, M ^b   Iourtchenko, D ^b   Noori, M ^b  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

^b Worcester Polytechnic Institute   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ACTUATORS; BOUNDARY CONDITIONS; CONSTRAINT THEORY; DEGREES OF FREEDOM (MECHANICS); DYNAMIC PROGRAMMING; EQUATIONS OF MOTION; FEEDBACK CONTROL; FORCE CONTROL; PARTIAL DIFFERENTIAL EQUATIONS; VECTORS;

BOUNDED INNER DOMAINS; HAMILTON-JACOBI-BELLMAN EQUATION; HYBRID SOLUTION METHOD; MODAL CONTROL FORCES; MULTIDEGREE OF FREEDOM SYSTEM;

OPTIMAL CONTROL SYSTEMS;

EID: 0033716525     PISSN: 09254668     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008304230605     Document Type: Article

References (7)

1. Bratus', A., Dimentberg, M. and Iourtchenko, D, "Optimal bounded response control for a second-order system under a white-noise excitation," Journal of Vibration and Control, to appear.
2. Boyd, S. and Barrat, C., Linear Controller Design: Limits of Performance, Prentice Hall, 1991.
3. Bensoussan, A., Perturbation Methods in Optimal Control, John Wiley, 1988.
4. Fleming, W. and Rishel, R., Deterministic and Stochastic Optimal Control, Springer-Verlag, 1975.
5. Friedman, A., Stochastic Differential Equations and Applications, Academic Press, 1975.
6. Strang, G., Linear Algebra and its Applications, Academic Press, 1976.
7. Bryson, A. and Ho, Y-C., Applied Optimal Control, Optimization, Estimation and Control, John Wiley, 1975.