A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems

Abstract-- The authors have extended deterministic portHamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the sense of It^o, 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.

• Type: Journal
• Year: 2010
• Where: CDC
• Authors: Satoshi Satoh, Kenji Fujimoto
• Keywords: CDC 2010, Control Systems, Deterministic Hamiltonian Systems, Stochastic Port-Hamiltonian Systems, Systems