@inproceedings{01bdd076372c461d935b83b2cb4b88e8,
title = "Nonstationary response of optimal controlled stochastic Van Der Pol oscillator",
abstract = "A procedure to calculate the transient response of optimal controlled stochastic Van Der Pol oscillator is proposed. The stochastic averaging method is employed to obtain a partially averaged It{\^o} equation for the amplitude process. The dynamical programming equation is adopted to minimize the system response. An optimal control law with a control constraint is established. The completed averaged It{\^o} equation is obtained. The transient probability density function is solved from Fokker-Planck-Kolmogorov equation by Galerkin method. Results obtained show the proposed method is accurate. The effective of the control strategy is significant.",
keywords = "Dynamic programming equation, FPK equation, Galerkin method, Monte Carlo simulation, Stochastic averaging method",
author = "Qi, {Lu Yuan} and Wei Xu and Gao, {Wei Ting}",
year = "2014",
doi = "10.4028/www.scientific.net/AMR.875-877.2000",
language = "英语",
isbn = "9783037859933",
series = "Advanced Materials Research",
publisher = "Trans Tech Publications",
pages = "2000--2005",
booktitle = "Material Research and Applications",
note = "2012 International Conference on Advanced Material and Manufacturing Science, ICAMMS 2012 ; Conference date: 20-12-2012 Through 21-12-2012",
}