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Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems
5 references·4 citing·26 second hop
Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems (2002)Feedback minimization of first-passage fa…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…First-Passage Failure of Quasi-Integrable Hamiltonian Systems (2002)First-Passage Failure of Quas…First-passage failure of quasi-non-integrable-Hamiltonian systems (2001)First-passage failure of quas…Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic controls : Hamilto…Stochastic Structural Dynamics 2 (1991)Stochastic Structural Dynamic…Reliability Estimation of Stochastic Dynamical Systems with Fractional Order PID Controller (2017)Reliability Estimation of Sto…First-passage failure of quasi linear systems subject to multi-time-delayed feedback control and wide-band random excitation (2008)First-passage failure of quas…Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations (2003)Optimal bounded control of fi…Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation (2003)Optimal Bounded Control of Fi…The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Brownian Motion and Stochastic Calculus (2007)Mean field games (2007)First-passage time for randomly excited non-linear oscillators (1986)Stochastic averaging: An approximate method of solving random vibration problems (1986)Stochastic Problems in Dynamics (1978)Stochastic Problems in Dynamics (1979)First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations (2007)Non-stationary response determination of nonlinear systems subjected to combined deterministic and evolutionary stochastic excitations (2022)The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation (1990)First passage failure of SDOF nonlinear oscillator with lightly fractional derivative damping under real noise excitations (2010)Probability density evolution method: Background, significance and recent developments (2015)Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances (1987)Dynamical reliability of internally resonant or non-resonant strongly nonlinear system under random excitations (2018)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Reliability of systems with randomly varying parameters by the path integration method (2010)Efficient solution of the first passage problem by Path Integration for normal and Poissonian white noise (2015)Reliability analysis of nonlinear vibro-impact systems with both randomly fluctuating restoring and damping terms (2019)Is stochastic equivalent linearization a subtly flawed procedure? (2001)A half-century of stochastic equivalent linearization (2005)Sixty years of stochastic linearization technique (2016)
this work references cited by second hop

References

  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 2001First-passage failure of quasi-non-integrable-Hamiltonian systems73 cited
  • 1991Stochastic Structural Dynamics 272 cited
  • 2002First-Passage Failure of Quasi-Integrable Hamiltonian Systems60 cited

Cited by

  • 2003Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation24 cited
  • 2003Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations17 cited
  • 2017Reliability Estimation of Stochastic Dynamical Systems with Fractional Order PID Controller16 cited
  • 2008First-passage failure of quasi linear systems subject to multi-time-delayed feedback control and wide-band random excitation14 cited

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