A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems
Authors
Abstract
The authors have extended deterministic port-Hamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the sense of Itô, 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.
Citation
- Journal: 49th IEEE Conference on Decision and Control (CDC)
- Year: 2010
- Volume:
- Issue:
- Pages: 1423–1428
- Publisher: IEEE
- DOI: 10.1109/cdc.2010.5718033
BibTeX
@inproceedings{Satoh_2010,
title={{A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems}},
DOI={10.1109/cdc.2010.5718033},
booktitle={{49th IEEE Conference on Decision and Control (CDC)}},
publisher={IEEE},
author={Satoh, Satoshi and Fujimoto, Kenji},
year={2010},
pages={1423--1428}
}
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