Risk-sensitive control for nonlinear oscillatory systems with small noise

被引：0
|
作者：
Kovaleva, A [1 ]
机构：
[1] RAS, Mech Engn Res Inst, Moscow 101830, Russia
来源：
NONLINEAR CONTROL SYSTEMS 2001, VOLS 1-3 | 2002年
关键词：
stochastic control; oscillations; nonlinear models; asymptotic approximations;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of controlling a near-Hamiltonian noisy system so as to prevent it from overcoming the potential barrier is considered. An exponential risk-sensitive residence time criterion is examined as a solution of a related HJB equation. The averaged HJB equation is constructed,as a first order PDE with the coefficients dependent on the noise intensity in the leading order term, though this intensity tends to zero in the original system. The leading order nearly optimal control is constructed as a stationary feedback with parameters dependent on the noise intensity. Copyright (C) 2001 IFAC.
引用
收藏
页码：1089 / 1093
页数：5
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