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《Journal of Earthquake Engineering and Engineering Vibration》 2010-01
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Analysis of optimal control criteria for stochastic dynamic systems

LI Jie1,PENG Yongbo1,2,CHEN Jianbing1(1.State Key Laboratory of Disaster Reduction in Civil Engineering,Tongji University,Shanghai 200092,China;2.Shanghai Institute of Disaster Prevention and Relief,Tongji University,Shanghai 200092,China)  
The general form of system stochastic optimal control policy is proposed in this paper according to the classical optimal control theory of linear quadratic regulator(LQR).The control criteria of system stochastic optimal control involving the probability density evolution analysis are presented in reference to the physical senses of control objectives,and three classes of control criteria hinging on evolution processes with hierarchical levels are developed.The optimal control of stochastic seismic response of a linear single-degree-of-freedom system is investigated for illustrative purpose.Optimal weighting matrices related to the classes of control criteria are addressed,by which the stochastic optimal control is carried out.The numerical results reveal that the control effect relies on the physical meanings of control criteria,of which the exceedance probability criterion of the class of comprehensive control criteria is more elegant and more economic than other criteria.It is noted,meanwhile,that the proposed methodology designing control policies of system stochastic optimal control can govern the system performance efficiently.
【Fund】: 国家自然科学基金创新研究群体科学基金项目(50621062);; 国家自然科学基金项目(10872148);; 863计划(2008AA05Z413)联合资助项目
【CateGory Index】: O232
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【Citations】
Chinese Journal Full-text Database 2 Hits
1 Li Jie~(1),Ai Xiaoqiu~(2) (1.Department of Building Engineering,Tongji University,Shanghai 200092,China;2.Shanghai Institute of Disaster Prevention and Relief,Tongji University,Shanghai 200092,China);Study on random model of earthquake ground motion based on physical process[J];Earthquake Engineering and Engineering Vibration;2006-05
2 Li Jie (Tongji University, Shanghai 200092);A Physical Approach to Stochastic Dynamical Systems[J];Sciencepaper Online;2006-02
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 AI Xiaoqiu1,LI Jie2(1.Shanghai Institute of Disaster Prevention and Relief,Tongji University,Shanghai 200092,China;2.Department of Building Engineering,Tongji University,Shanghai 200092,China);Synthesis method of non-stationary ground motion based on random Fourier spectra[J];Journal of Earthquake Engineering and Engineering Vibration;2009-02
2 Chen Jianbing and Li Jie School of Civil Engineering, Tongji University, No. 1239 Siping Road, Shanghai 200092, China Associate Professor Cheung Kong Scholar Professor;Joint probability density function of the stochastic responses of nonlinear structures[J];地震工程和工程振动(英文版);2007-01
3 HE Guang-ling , ZHOU Yong , LI Jie(Department of Building Engineering, Tongji University, Shanghai 200092, China);SEISMIC ANALYSIS OF WIND TURBINE SYSTEM[J];Engineering Mechanics;2009-07
4 Li Jie~(1+),Liu Zhangjun~(1,2++) and Chen Jianbing~(1++) 1.State Key Laboratory of Disaster Reduction in Civil Engineering,Tongji University,Shanghai 200092,China 2.College of Civil & Hydroelectric Engineering,China Three Gorges University,Yichang 443002,China +Professor;++PhD;Orthogonal expansion of ground motion and PDEM-based seismic response analysis of nonlinear structures[J];地震工程和工程振动(英文版);2009-03
5 AN Zihui,LI Jie(Department of Building Engineering,Tongji University,Shanghai 200092,China);Research on random function model of strong ground motion(Ⅰ):model constructing[J];Journal of Earthquake Engineering and Engineering Vibration;2009-05
6 LI Jie1,2,YAN Qi1 (1.Department of Building Engineering,Tongji University,Shanghai 200092,China;2.State Key Laboratory of Disaster Reduction in Civil Engineering,Tongji University,Shanghai 200092,China);PHYSICAL MODELS FOR THE STOCHASTIC DYNAMIC EXCITATIONS OF STRUCTURES:IN THE CASE OF FLUCTUATING WIND SPEED[J];Engineering Mechanics;2009-S2
7 CHEN Jian-bing*1,LIU Zhang-jun1,2,LI Jie1(1.School of Civil Engineering,Tongji University,Shanghai 200092,China;2.School of Civil & Hydroelectric Engineering,Three-Gorge University,Yichang 443002,China);Probability density evolution analysis of nonlinear dynamical systems[J];Chinese Journal of Computational Mechanics;2009-03
8 AN Zihui,LI Jie(Department of Building Engineering,Tongji University,Shanghai 200092,China);Physical Model Research on Strong Ground Motion in Frequence Domain[J];Journal of Tongji University(Natural Science);2008-07
9 PENG Yongbo1,CHEN Jianbing1,LIU Weiqing2,LI Jie1 (1.School of Civil Engineering,Tongji University,Shanghai 200092,China;2.School of Civil Engineering,Nanjing University of Technology,Nanjing 210009,China);Stochastic Seismic Response and Aseismic Reliability Assessment of Base-Isolated Structures[J];Journal of Tongji University(Natural Science);2008-11
10 LI Kuiming~(1,2),LI Jie~1 (1.Department of Building Engineering,Tongji University,Shanghai 200092,China;2.Shenyang Aluminum & Magnesium Engineering and Research Institute,Shenyang 110001,China);Non-linear Stochastic Evolution Analysis of Shortleg Shear Walls with Dual Binding Beams[J];Journal of Tongji University(Natural Science);2009-04
China Proceedings of conference Full-text Database 1 Hits
1 LI Jie~(1,2),YAN Qi~1 (1.Department of Building Engineering,Tongji University,Shanghai 200092,China, 2.State Key Laboratory of Disaster Reduction in Civil Engineering,Tongji University,Shanghai 200092,China);PHYSICAL MODELS FOR THE STOCHASTIC DYNAMIC EXCITATIONS OF STRUCTURES:IN THE CASE OF FLUCTUATING WIND SPEED[A];[C];2009
【Secondary Citations】
Chinese Journal Full-text Database 7 Hits
1 Ou Ji.npi.ng Niu Ditao Du Xiuli(Harbin Architectural and Civil Engineering Institute);RANDOM EARTHQUAKE GROUND MOTION MODEL AND ITS PARAMETER DETERMINATION USED IN ASEISMIC DESIGN[J];Earthquake Engineering and Engineering Vibration;1991-03
2 Chen Jianbing, Li Jie(School of Civil Engineering, Tongji University, Shanghai 200092,China);The extreme value probability density function based method for dynamic reliability assessment of stochastic structures[J];Earthquake Engineering and Engineering Vibration;2004-06
3 Li Jie~(1),Ai Xiaoqiu~(2) (1.Department of Building Engineering,Tongji University,Shanghai 200092,China;2.Shanghai Institute of Disaster Prevention and Relief,Tongji University,Shanghai 200092,China);Study on random model of earthquake ground motion based on physical process[J];Earthquake Engineering and Engineering Vibration;2006-05
4 LI Jie, ZHANG Lin-lin (Building Engineering Department of Tongji University, Shanghai 200092, China);A Study on the Relationship between Turbulence Power Spectrum and Stochastic Fourier Amplitude Spectrum[J];Journal of Disaster Pnevention and Mitigation Engineering;2004-04
5 Li Jie Chen Jianbing (School of Civil Engineering, Tongji University, Shanghai 200092, China);THE PROBABILITY DENSITY EVOLUTION METHOD FOR ANALYSIS OF DYNAMIC NONLINEAR RESPONSE OF STOCHASTIC STRUCTURES[J];Acta Mechanica Sinica;2003-06
6 ZHANG Zhi-yong, SUN Bai-tao, SONG Tian-shu (Dept. of Mechanical Engineering, Wuhan Institute of Chemical Technology, Wuhan 430073, China; Institute of Engineering Mechanics, China Seismological Bureau, Harbin 150080, China; Institute of Civil Eng., Harbin;Study on the parameters of seismic power spectrum model based on the new seismic code[J];WORLD INFORMATION ON EARTHQUAKE ENGINEERING;2000-03
7 Li Jie Cheng Jianbing (School of Civil Engineering, Tongji University Shanghai,200092);Probability Density Evolution Method for Dynamic Reliability Analysis of Stochastic Structures[J];Journal of Vibration Engineering;2004-02
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