Abstract: We studied the feedback maximization of reliability of multi-degree-of-freedom (MDOF) quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. First, the partially averaged Itô equations are derived by using the stochastic averaging method for quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. Then, the dynamical programming equation and its boundary and final time conditions for the control problems of maximizing the reliability is established from the partially averaged equations by using the dynamical programming principle. The nonlinear stochastic optimal control for maximizing the reliability is determined from the dynamical programming equation and control constrains. The reliability function of optimally controlled systems is obtained by solving the final dynamical programming equation. Finally, the application of the proposed procedure and effectiveness of the control strategy are illustrated by using an example.

Key words: Stochastic optimal control, Dynamical programming, Quasi integrable-Hamiltonian system, Stochastic averaging, Combined harmonic and white noise excitation, Reliability

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