A necessary condition of optimality for uncertain optimal control problem

DOI10.1007/s10700-012-9147-4zbMath1415.49017OpenAlexW2130197392MaRDI QIDQ2418597

Xintong Ge, Yuanguo Zhu

Publication date: 28 May 2019

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-012-9147-4

zbMATH Keywords

uncertainty theorynecessary conditionuncertain differential equationuncertain optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving relations other than differential equations (49K21)

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• An Introductory Approach to Duality in Optimal Stochastic Control
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients
• Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
• Uncertainty theory

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