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CDC
2010
IEEE

A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems

10 years 6 months ago
A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems
Abstract-- The authors have extended deterministic portHamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the sense of It^o, called stochastic port-Hamiltonian systems. This paper introduces variational systems and their adjoint ones for the stochastic port-Hamiltonian systems. We also reveal some of their properties, particularly an extension of a self-adjoint property of deterministic Hamiltonian systems, which plays an important role in learning optimal control for the deterministic Hamiltonian systems.
Satoshi Satoh, Kenji Fujimoto
Added 13 May 2011
Updated 13 May 2011
Type Journal
Year 2010
Where CDC
Authors Satoshi Satoh, Kenji Fujimoto
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