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Zbl 1223.93123
Zyskowski, M.J.; Sain, M.K.; Diersing, R.W.
State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework. (English)
[J] J. Optim. Theory Appl. 150, No. 2, 251-274 (2011). ISSN 0022-3239; ISSN 1573-2878/e

Summary: A Multiple-Cumulant Cost Density-Shaping (MCCDS) control is proposed for the case when the system is linear and the cost is quadratic. This optimal control results from the minimization of an analytic, convex, non-negative function of cost cumulants and target cost cumulants. The MCCDS control allows the designer to shape the initial cost density with respect to a target density approximated by target cost cumulants. A numerical experiment shows that MCCDS control compares favorably with competing control paradigms in terms of official performance measures for inter-story drifts and per-story accelerations used in the first-generation structure benchmark for seismically excited buildings.

MSC 2000:: *93E20 Optimal stochastic control (systems)
49L20 Dynamic programming method (infinite-dimensional problems)
86A17 Global dynamics, earthquake problems
49N10 Linear-quadratic optimal control problems

Keywords: stochastic optimal control; dynamic programming; cost cumulant control; cost density-shaping; earthquake engineering benchmark

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Zentralblatt MATH Berlin [Germany]