Stochastic Optimal Control of Structural Systems

ABSTRACT

The stochastic optimal control is an important research subject in structural engineering. Recently, a stochastic optimal nonlinear control method has been proposed based on the stochastic dynamical programming principle and stochastic averaging method. The active and semi-active stochastic optimal control methods have been further developed for structural systems. The control saturation or bound, partial state observation, etc. have been taken into account by the stochastic optimal control. The present paper surveys these research developments.