Uncertain optimal control
This book, based on the uncertainty theory, introduces a new direction on optimal control theory, namely, \textit{uncertain optimal control}. More precisely, two models (with continuous-time and discrete-time forms) involving expected value uncertain optimal control and optimistic value uncertain optimal control are formulated. Also, to illustrate the main results, some applications in management, engineering and portfolio selection are provided. This research work includes 9 chapters and it is suitable for students, engineers and researchers in mathematical control and related fields.
expected value uncertain optimal control
optimistic value uncertain optimal control
scientific article; zbMATH DE number 6954027