Stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems |
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| Authors: | FENG Ju ZHU WeiQiu & YING ZuGuang |
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| Affiliation: | FENG Ju,ZHU WeiQiu & YING ZuGuang Department of Mechanics,State Key Laboratory of Fluid Power Transmission , Control,Zhejiang University,Hangzhou 310027,China |
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| Abstract: | The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle.... |
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| Keywords: | quasi-integrable Hamiltonian system partial observation stochastic optimal control |
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