Abstract
We have presented a frequency domain approach of optimizing a steady state stochastic dynamic expected response. Clearly there is room to improve the effeciency and accuracy of the estimates obtained by generalizing the model and making better use of simulation data. However we have demonstrated that working in the frequency domain can be a good way to analyse and optimize some types of stochastic dynamical systems.
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© 1988 Springer-Verlag
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Jacobson, S.H., Schruben, L.W. (1988). Optimization of stochastic dynamical systems in the frequency domain. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 111. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0042277
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DOI: https://doi.org/10.1007/BFb0042277
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