OPTIMAL-CONTROL OF NONLINEAR STOCHASTIC STRUCTURES

The problem of selecting a structure in nonlinear stochastic systems t hat optimizes a certain nonlinear probability functional is still with out a theoretical solution. In the present study one possible approach to its solution is considered. The approach employs the maximum princ iple and makes it possible to construct the distribution vector of the process under investigation for all states, thereby optimizing the se lected probability functional, An example is presented that illustrate s the capabilities of practical implementation of the proposed approac h.