Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator

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Huisman, W.C. and Yavin, Y. (1980) Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator. Computer Methods in Applied Mechanics and Engineering, 21 (2). pp. 171-191. ISSN 0045-7825

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Abstract:This paper deals with the optimal control of a random nonlinear triangular wave oscillator. It is assumed that the oscillator is subjected to two different kinds of perturbation — the first kind is represented by a vector of independent standard Wiener processes and the second kind by a generalized type of a Poisson process.

Sufficient conditions on the optimal controls are derived. These conditions require the existence of a smooth solution to a certain nonlinear partial integrodifferential equation. Numerical procedures for the solution of this equation are suggested. The performance of the controlled random oscillator is investigated via the numerical solutions to the nonlinear partial integrodifferential equation. Also, the performance of the random oscillator in the case where no control is applied is studied by means of the numerical solutions to a linear partial integrodifferential equation.
Item Type:Article
Copyright:© 1980 Elsevier Science
Link to this item:http://purl.utwente.nl/publications/68691
Official URL:http://dx.doi.org/10.1016/0045-7825(80)90029-8
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