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Fuzzy Optimization and Decision Making

, Volume 12, Issue 1, pp 41–51 | Cite as

A necessary condition of optimality for uncertain optimal control problem

  • Xintong Ge
  • Yuanguo Zhu
Article

Abstract

This paper is concerned with optimal control problem whose state equation is an uncertain differential equation. A necessary condition of optimality for uncertain optimal control problem is presented by using classical variational method. Meanwhile, an existence theorem of solution to backward uncertain differential equation is proved.

Keywords

Uncertainty theory Uncertain differential equation Uncertain optimal control Necessary condition 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  1. 1.Department of Applied MathematicsNanjing University of Science and TechnologyNanjingPeople’s Republic of China
  2. 2.School of Mathematics and Computation SciencesFuyang Normal CollegeFuyangPeople’s Republic of China

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