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Uncertain Optimal Control

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Uncertain Optimal Control Synopsis

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.

About This Edition

ISBN: 9789811321337
Publication date:
Author: Yuanguo Zhu
Publisher: Springer Verlag, Singapore
Format: Hardback
Pagination: 208 pages
Series: Springer Uncertainty Research
Genres: Artificial intelligence
Optimization
Automatic control engineering
Operational research
Electronic devices and materials

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