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Uncertain Optimal Control

  • Yuanguo Zhu

Part of the Springer Uncertainty Research book series (SUR)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Yuanguo Zhu
    Pages 1-25
  3. Yuanguo Zhu
    Pages 187-205
  4. Back Matter
    Pages 207-208

About this book

Introduction

This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games.

The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.

Keywords

Cybernetics Operations Research Optimization Artificial Intelligence expected value-based model optimistic value-based model

Authors and affiliations

  • Yuanguo Zhu
    • 1
  1. 1.Department of MathematicsNanjing University of Science and TechnologyNanjingChina

Bibliographic information

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