Optimal Control of a Multifactor Uncertain System

DOI10.1142/S0218488519500181MaRDI QIDQ5872450zbMATH OpenWikidataFDO

Authors Yun Sun, Yuanguo Zhu

Publication date 30 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218488519500181

zbMATH Keywords

Liu processmultifactorsaddle point equilibriumtwo person zero sum differential game modeluncertain optimal controluncertain portfolio game modeluncertainty theory

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Differential games and control (49N70) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23)

Recommendations

• Optimal control of multifactor uncertain system with jumps
• Optimal control and zero-sum differential game for Hurwicz model considering singular systems with multifactor and uncertainty
• Uncertain optimal control with application to a portfolio selection model
• Optimistic value model of uncertain optimal control
• Optimal control of uncertain systems with jump under optimistic value criterion

Cited in

(7)

• Uncertain optimal control
• scientific article; zbMATH DE number 4093332 (Why is no real title available?)
• Optimal control and zero-sum differential game for Hurwicz model considering singular systems with multifactor and uncertainty
• Optimal control of multifactor uncertain system with jumps
• Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices
• Optimistic value models of saddle point equilibrium control problems for uncertain jump systems
• Optimal control and zero-sum game subject to multifactor uncertain random systems with jump

This page was built for publication: Optimal Control of a Multifactor Uncertain System

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5872450)