Parametric optimal control of uncertain systems under an optimistic value criterion
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Cites work
- A computational solution for a matrix Riccati differential equation
- A necessary condition of optimality for uncertain optimal control problem
- Bang-bang control model for uncertain switched systems
- Bang-bang optimal control for multi-stage uncertain systems
- Continued fraction solutions of the Riccati equation
- Control parametrization: a unified approach to optimal control problems with general constraints
- Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
- scientific article; zbMATH DE number 3008903 (Why is no real title available?)
- scientific article; zbMATH DE number 870530 (Why is no real title available?)
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
- LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
- On a Matrix Riccati Equation of Stochastic Control
- Optimal LQG controller for linear stochastic systems with unknown parameters
- Optimistic value model of uncertain optimal control
- Option pricing for an uncertain stock model with jumps
- Single-period inventory problem under uncertain environment
- Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks
- Solution of the matrix Riccati equation for the linear quadratic control problems
- Theory and practice of uncertain programming.
- Triangular entropy of uncertain variables with application to portfolio selection
- Uncertain bang-bang control for continuous time model
- Uncertain decision making and its application to portfolio selection problem
- Uncertain multi-product newsboy problem with chance constraint
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- Uncertain optimal control with application to a portfolio selection model
- Uncertainty theory
Cited in
(8)- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- Uncertain spring vibration equation
- The piecewise parametric optimal control of uncertain linear quadratic models
- The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion
- Dynamic pricing and production control for perishable products under uncertain environment
- A parametric optimization approach for uncertain linear quadratic models
- Optimal control of uncertain systems with jump under optimistic value criterion
- Uncertain stochastic linear quadratic control subject to forward and backward multi-stage systems
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