Generalized risk sensitive building control: Protecting civil structures with multiple cost cumulants

Khanh D. Pham, Stanley R. Liberty, Michael K. Sain, B. F. Spencer

Research output: Contribution to journalConference article

Abstract

Risk-sensitive optimal stochastic control problems have an interpretation in terms of managing the value of a denumerable linear combination of the cumulants of a traditional performance index. Such an interpretation is particularly attractive in the context of physical control problems with a naturally occurring process which is well modelled in the stochastic sense. Of course the extremely important case of civil structures assailed by earthquakes, wind, and seas is precisely such a problem. This paper considers a state-feedback solution to the LQG version of this problem class. The formulation is parameterized by the number k of cumulants chosen for design. A general solution of this k-cumulant problem, together with studies of its application to the SDOF system described by Chung, Reinhorn, and Soong in [1], is the subject of this work.

Original languageEnglish (US)
Pages (from-to)500-504
Number of pages5
JournalProceedings of the American Control Conference
Volume1
StatePublished - Dec 1 1999
Externally publishedYes
EventProceedings of the 1999 American Control Conference (99ACC) - San Diego, CA, USA
Duration: Jun 2 1999Jun 4 1999

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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