AN OPTIMAL CONTROL MODEL FOR UNCERTAIN SYSTEMS WITH TIME-DELAY

DOI10.15807/jorsj.56.243zbMath1295.49019OpenAlexW2108309987MaRDI QIDQ2874898

Rong Chen, Yuanguo Zhu

Publication date: 12 August 2014

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.56.243

zbMATH Keywords

controldynamic programmingtime-delayconsumptionuncertain processlinear quadratic model

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Consumer behavior, demand theory (91B42)

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