A necessary condition of optimality for uncertain optimal control problem
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Cites work
- A General Stochastic Maximum Principle for Optimal Control Problems
- A Maximum Principle for Stochastic Control with Partial Information
- An Introductory Approach to Duality in Optimal Stochastic Control
- Existence and uniqueness theorem for uncertain differential equations
- Fuzzy optimal control of linear quadratic models
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- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
- The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients
- Uncertain optimal control with application to a portfolio selection model
- Uncertainty theory
Cited in
(26)- Necessary conditions of optimality for infinite dimensional uncertain systems
- Solving implicit mathematical programs with fuzzy variational inequality constraints based on the method of centres with entropic regularization
- Fuzzy interval optimal control problem
- Optimal control for uncertain discrete-time singular systems under expected value criterion
- Knock-in options of an uncertain stock model with floating interest rate
- Some results about uncertain differential equations with time-dependent delay
- Necessary optimality conditions of fractional-order discrete uncertain optimal control problems
- Generalisation of Euler-Lagrange equations to find min-max optimal solution of uncertain systems
- Uncertain optimal control with application to a portfolio selection model
- Nonlinear Uncertain Systems and Necessary Conditions of Optimality
- A necessary and sufficient minimality condition for uncertain systems
- scientific article; zbMATH DE number 852154 (Why is no real title available?)
- Stability analysis of nonlinear uncertain fractional differential equations with Caputo derivative
- Parametric optimal control of uncertain systems under an optimistic value criterion
- scientific article; zbMATH DE number 973801 (Why is no real title available?)
- Dynamic pricing and production control for perishable products under uncertain environment
- Uncertain stochastic hybrid zero-sum games based on forward uncertain difference equations and backward stochastic difference equations
- Average cost minimization problems subject to state constraints
- Fractional optimal control problems with both integer-order and Atangana-Baleanu Caputo derivatives
- Doubly perturbed uncertain differential equations
- A parametric optimization approach for uncertain linear quadratic models
- Uncertain optimal control problem of production and inventory under time-varying customer demand
- η -Stability of uncertain functional differential equations
- Linear quadratic optimal control and zero-sum game for uncertain time-delay systems based on pessimistic value
- Non-confluence for uncertain differential equations
- Uncertain differential equations driven by fractional Liu process
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