Optimal nonlinear feedback control of quasi-Hamiltonian systems

An innovative strategy for optimal nonlinear feedback control of linear or nonlinear stochastic dynamic systems is proposed based on the stochastic av eraging method for quasi-Hamiltonian systems and stochastic dynamic program ming principle. Feedback control forces of a system are divided into conser vative parts and dissipative parts. The conservative parts are so selected that the energy distribution in the controlled system is as requested as po ssible. Then the response of the system with known conservative control for ces is reduced to a controlled diffusion process by using the stochastic av eraging method. The dissipative parts of control forces are obtained from s olving the stochastic dynamic programming equation.