The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion

DOI10.1080/00207721.2017.1282061MaRDI QIDQ5347391zbMATH OpenOpenAlexFDO

Authors Bo Li, Yuanguo Zhu, Yue-fen Chen

Publication date 23 May 2017

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2017.1282061

zbMATH Keywords

uncertaintyoptimistic valuelinear quadratic modelpiecewise optimisation method

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Applications of optimal control and differential games (49N90) Design techniques (robust design, computer-aided design, etc.) (93B51)

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Cites work

• A computational solution for a matrix Riccati differential equation
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• Optimistic value model of uncertain optimal control
• Prospect Theory: An Analysis of Decision under Risk
• 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
• Solution to a class of stochastic LQ problems with bounded control
• Stochastic linear quadratic optimal control with constraint for discrete-time systems
• Stochastic optimal preview control of a vehicle suspension
• The numerical solution of the matrix Riccati differential equation
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• Uncertain optimal control of linear quadratic models with jump
• Uncertain optimal control with application to a portfolio selection model

Cited in

(6)

• A parametric optimization approach for uncertain linear quadratic models
• The piecewise parametric optimal control of uncertain linear quadratic models
• Hurwicz model of uncertain linear quadratic optimal control with jump
• Some results about uncertain differential equations with time-dependent delay
• Parametric approximate optimal control of uncertain differential game with application to counter terror
• Parametric optimal control of uncertain systems under an optimistic value criterion

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