Abstract
Uncertain optimal control problem is to choose the best decision such that some objective function related to an uncertain process driven by an uncertain differential equation is optimized. Because the objective function is an uncertain variable for any decision, we cannot optimize it as a real function. A basic question is how to rank two different uncertain variables.
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Zhu, Y. (2019). Uncertain Expected Value Optimal Control. In: Uncertain Optimal Control. Springer Uncertainty Research. Springer, Singapore. https://doi.org/10.1007/978-981-13-2134-4_2
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DOI: https://doi.org/10.1007/978-981-13-2134-4_2
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Print ISBN: 978-981-13-2133-7
Online ISBN: 978-981-13-2134-4
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