Controller Design for Stochastic Systems Based on Optimally Controlled Stationary States

Abstract

In this paper, a method for controller design for stochastic systems based on optimally controlled stationary states is proposed. The Key idea in this method is invoking the optimally controlled system states to control the system states so as to the system states tend the controlled states close to desired system states. By computational experiments, it is shown that the proposed method is effective to control the nonlinear stochastic systems described by swing equation.