Optimal bounded control of harmonically and stochastically excited strongly nonlinear oscillators

A procedure for designing optimal bounded control to minimize the response of harmonically and stochastically excited strongly nonlinear oscillators is proposed. First, the stochastic averaging method for controlled strongly nonlinear oscillators under combined harmonic and white noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equation for the control problem of minimizing response of the systems is formulated from the partially completed averaged Itô equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equation and control constraint without solving the dynamical programming equation. Finally, the stationary probability density of the amplitude and mean amplitude of the optimally controlled systems are obtained from solving the reduced Fokker–Planck–Kolmogorov equation associated with fully completed averaged Itô equations. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation.