Optimistic value model of multidimensional uncertain optimal control with jump

DOI10.1016/J.EJCON.2017.09.002zbMath1380.93286OpenAlexW2759292726MaRDI QIDQ681138

Liubao Deng, Zhiqiang You, Yue-fen Chen

Publication date: 30 January 2018

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2017.09.002

zbMATH Keywords

uncertaintystochastic optimal controljumpoptimistic valuemultidimensional problem

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Portfolio theory (91G10)

Related Items (8)

Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump ⋮ Multistage uncertain random linear quadratic optimal control ⋮ An uncertain sustainable supply chain network ⋮ A linear quadratic model based on multistage uncertain random systems ⋮ Indefinite linear quadratic optimal control problem for uncertain random discrete-time systems ⋮ Optimal control of multifactor uncertain system with jumps ⋮ Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value ⋮ Hurwicz model of uncertain linear quadratic optimal control with jump

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