Uncertain Optimal Control

By: Yuanguo Zhu

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Hardcover | 18 September 2018

At a Glance

Hardcover
220 Pages

Dimensions(cm)
24.13 x 16.51 x 1.27

Hardcover

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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.

Industry Reviews

"This book, based on the uncertainty theory, introduces a new direction on optimal control theory, namely, uncertain optimal control. ... it is suitable for students, engineers and researchers in mathematical control and related fields." (Savin Treanta, zbMATH 1407.49001, 2019)

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