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Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation
11 references·1 citing·30 second hop
Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation (2003)Optimal Bounded Control of First-Passage …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…Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems (2002)Feedback minimization of firs…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…On Statistics of First-Passage Failure (1994)On Statistics of First-Passag…Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances (1987)Nearly Optimal State Feedback…First-passage time for randomly excited non-linear oscillators (1986)First-passage time for random…First passage time for oscillators with non-linear restoring forces (1978)First passage time for oscill…First Passage Probability for Nonlinear Oscillators (1976)First Passage Probability for…On the first-passage time for envelope crossing for a linear oscillator (1973)On the first-passage time for…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…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)Some First-Passage Problems in Random Vibration (1966)First-passage probabilities for randomly excited systems: Diffusion methods (1986)First-passage time probability of non-linear stochastic systems by generalized cell mapping method (1988)Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)Probability of Structural Failure Under Random Loading (1964)An approach to the first-passage problem in random vibration (1968)Energy Analysis of Structural Vibrations under Modulated Random Excitation (1978)Non-stationary random vibration of a linear structure (1978)The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation (1990)Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model (1978)A topology for Markov controls (1989)Diffusion approximation forGI/G/1 controlled queues (1992)Optimization of Observations: a Stochastic Control Approach (1997)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)First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations (2007)First passage failure of SDOF nonlinear oscillator with lightly fractional derivative damping under real noise excitations (2010)Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations (2003)Reliability Estimation of Stochastic Dynamical Systems with Fractional Order PID Controller (2017)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)Methods of stochastic structural dynamics (1986)An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability (2004)
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References

  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 1987Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances77 cited
  • 2001First-passage failure of quasi-non-integrable-Hamiltonian systems73 cited
  • 1986First-passage time for randomly excited non-linear oscillators69 cited
  • 2002First-Passage Failure of Quasi-Integrable Hamiltonian Systems60 cited
  • 1976First Passage Probability for Nonlinear Oscillators57 cited
  • 2002Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems49 cited
  • 1994On Statistics of First-Passage Failure44 cited
  • 1973On the first-passage time for envelope crossing for a linear oscillator40 cited
  • 1978First passage time for oscillators with non-linear restoring forces40 cited

Cited by

  • 2008First-passage failure of quasi linear systems subject to multi-time-delayed feedback control and wide-band random excitation14 cited

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