Optimal control of uncertain systems with jump under optimistic value criterion
From MaRDI portal
Publication:682844
DOI10.1016/j.ejcon.2017.06.002zbMath1380.49030OpenAlexW2669458394MaRDI QIDQ682844
Publication date: 5 February 2018
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2017.06.002
Dynamic programming in optimal control and differential games (49L20) Control/observation systems with incomplete information (93C41) Dynamic programming (90C39) Optimality conditions (49K99)
Related Items (6)
Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump ⋮ An uncertain sustainable supply chain network ⋮ Optimal control of multifactor uncertain system with jumps ⋮ Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model ⋮ Hurwicz model of uncertain linear quadratic optimal control with jump ⋮ Optimistic value model of multidimensional uncertain optimal control with jump
Cites Work
- Unnamed Item
- Unnamed Item
- Optimum consumption and portfolio rules in a continuous-time model
- Optimal investment for insurer with jump-diffusion risk process
- Linear quadratic nonzero-sum differential games with random jumps
- Stochastic pension fund control in the presence of Poisson jumps
- Population growth with randomly distributed jumps
- Bang-bang control model for uncertain switched systems
- Theory and practice of uncertain programming.
- Optimal portfolio selection when stock prices follow an jump-diffusion process
- Uncertain optimal control of linear quadratic models with jump
- UNCERTAIN BANG-BANG CONTROL FOR CONTINUOUS TIME MODEL
- AN OPTIMAL CONTROL MODEL FOR UNCERTAIN SYSTEMS WITH TIME-DELAY
- UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
- OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Uncertainty theory
This page was built for publication: Optimal control of uncertain systems with jump under optimistic value criterion
