A parametric optimization approach for uncertain linear quadratic models
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Cites work
- scientific article; zbMATH DE number 870530 (Why is no real title available?)
- A necessary condition of optimality for uncertain optimal control problem
- An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
- Bang-bang optimal control for multi-stage uncertain systems
- Control parametrization: a unified approach to optimal control problems with general constraints
- Deterministic Production Planning with Concave Costs and Capacity Constraints
- Existence and uniqueness theorem for uncertain differential equations
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Optimistic value model of uncertain optimal control
- Production planning and inventory control with remanufacturing and disposal
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- Stability and optimal control for uncertain continuous-time singular systems
- Uncertain bang-bang control for continuous time model
- Uncertain optimal control of linear quadratic models with jump
- Uncertain optimal control with application to a portfolio selection model
- Uncertainty theory
Cited in
(4)- The piecewise parametric optimal control of uncertain linear quadratic models
- LQ optimal control of uncertain fractional differential systems
- Parametric optimal control of uncertain systems under an optimistic value criterion
- The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion
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