Optimal control of uncertain systems with jump under optimistic value criterion
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Cites work
- scientific article; zbMATH DE number 3490831 (Why is no real title available?)
- An optimal control model for uncertain systems with time-delay
- Bang-bang control model for uncertain switched systems
- Bang-bang optimal control for multi-stage uncertain systems
- Linear quadratic nonzero-sum differential games with random jumps
- Optimal investment for insurer with jump-diffusion risk process
- Optimal portfolio selection when stock prices follow an jump-diffusion process
- Optimistic value model of uncertain optimal control
- Optimum consumption and portfolio rules in a continuous-time model
- Population growth with randomly distributed jumps
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Stochastic pension fund control in the presence of Poisson jumps
- Theory and practice of uncertain programming.
- 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
(16)- Uncertain optimal control of linear quadratic models with jump
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- An uncertain optimal control model with Hurwicz criterion
- Optimal control of multifactor uncertain system with jumps
- Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems
- Hurwicz model of uncertain linear quadratic optimal control with jump
- Hurwicz model of uncertain optimal control with jump
- An uncertain sustainable supply chain network
- Optimistic value model of uncertain optimal control
- Uncertain optimal control with application to a portfolio selection model
- Optimistic value model of multidimensional uncertain optimal control with jump
- Uncertain random linear quadratic control with multiplicative and additive noises
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- Optimal Control of a Multifactor Uncertain System
- Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management
- scientific article; zbMATH DE number 63757 (Why is no real title available?)
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