OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL
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Publication:3195016
DOI10.1142/S0218488513400060zbMath1322.93064OpenAlexW2146063748MaRDI QIDQ3195016
Publication date: 21 October 2015
Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218488513400060
uncertaintyoptimal controlportfolio selectionprinciple of optimalityequation of optimalityoptimistic value
Fuzzy control/observation systems (93C42) Optimal stochastic control (93E20) Portfolio theory (91G10)
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- A Green train scheduling model and fuzzy multi-objective optimization algorithm
- Fuzzy optimal control of linear quadratic models
- Existence and uniqueness theorem for uncertain differential equations
- UNCERTAIN BANG-BANG CONTROL FOR CONTINUOUS TIME MODEL
- UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
- SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
- Fuzzy sets
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