UNCERTAIN BANG-BANG CONTROL FOR CONTINUOUS TIME MODEL

DOI10.1080/01969722.2012.707574zbMath1331.93228OpenAlexW1981825294MaRDI QIDQ2790356

Yuanguo Zhu, Xinxin Xu

Publication date: 4 March 2016

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969722.2012.707574

zbMATH Keywords

bang-bang controlequation of optimalityuncertain processuncertain optimal control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)

Related Items (17)

Parametric optimal control of uncertain systems under an optimistic value criterion ⋮ Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems ⋮ OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL ⋮ Optimal control for uncertain random singular systems with multiple time-delays ⋮ A linear quadratic model based on multistage uncertain random systems ⋮ Almost sure and pth moment stability of uncertain differential equations with time-varying delay ⋮ Optimal control for uncertain random continuous-time systems ⋮ Hurwicz model of uncertain linear quadratic optimal control with jump ⋮ Optimistic value model of multidimensional uncertain optimal control with jump ⋮ A parametric optimization approach for uncertain linear quadratic models ⋮ Optimal control of uncertain systems with jump under optimistic value criterion ⋮ Stability and optimal control for uncertain continuous-time singular systems ⋮ Bang-bang control model for uncertain switched systems ⋮ Uncertain dynamical system-based decision making with application to production-inventory problems ⋮ Analysis of a class of dynamic programming models for multi-stage uncertain systems ⋮ The piecewise parametric optimal control of uncertain linear quadratic models ⋮ Optimal control for multi-stage and continuous-time linear singular systems

Cites Work

• Existence and uniqueness theorem for uncertain differential equations
• A two-phase computational scheme for solving bang-bang control problems
• On Benes' bang-bang control problem
• On stochastic bang bang control
• A bang-bang theorem with a finite number of switchings for nonlinear smooth control systems
• Optimal bang-bang controls for a two-compartment model in cancer chemotherapy
• A numerical example of optimal bang-bang controls
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL

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