Stochastic Optimal Control of Structures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimal Control of Structures write by Yongbo Peng. This book was released on 2019-06-27. Stochastic Optimal Control of Structures available in PDF, EPUB and Kindle. This book proposes, for the first time, a basic formulation for structural control that takes into account the stochastic dynamics induced by engineering excitations in the nature of non-stationary and non-Gaussian processes. Further, it establishes the theory of and methods for stochastic optimal control of randomly-excited engineering structures in the context of probability density evolution methods, such as physically-based stochastic optimal (PSO) control. By logically integrating randomness into control gain, the book helps readers design elegant control systems, mitigate risks in civil engineering structures, and avoid the dilemmas posed by the methods predominantly applied in current practice, such as deterministic control and classical linear quadratic Gaussian (LQG) control associated with nominal white noises.
Stochastic Optimal Control of Structures
Stochastic Optimal Control of Structures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimal Control of Structures write by 彭勇波. This book was released on 2020. Stochastic Optimal Control of Structures available in PDF, EPUB and Kindle.
Stochastic Optimal Control in Infinite Dimension
Stochastic Optimal Control in Infinite Dimension - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimal Control in Infinite Dimension write by Giorgio Fabbri. This book was released on 2017-06-22. Stochastic Optimal Control in Infinite Dimension available in PDF, EPUB and Kindle. Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Stochastic Optimal Control for Linear and Non-linear Structures
Stochastic Optimal Control for Linear and Non-linear Structures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimal Control for Linear and Non-linear Structures write by Sanguan Vongchavalitkul. This book was released on 1992. Stochastic Optimal Control for Linear and Non-linear Structures available in PDF, EPUB and Kindle.
Deterministic and Stochastic Optimal Control
Deterministic and Stochastic Optimal Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Deterministic and Stochastic Optimal Control write by Wendell H. Fleming. This book was released on 2012-12-06. Deterministic and Stochastic Optimal Control available in PDF, EPUB and Kindle. This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
