A parametric optimization approach for uncertain linear quadratic models
From MaRDI portal
Publication:682843
DOI10.1016/j.ejcon.2017.06.001zbMath1380.49049OpenAlexW2695721321MaRDI QIDQ682843
Publication date: 5 February 2018
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2017.06.001
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Stability and optimal control for uncertain continuous-time singular systems
- Existence and uniqueness theorem for uncertain differential equations
- Control parametrization: a unified approach to optimal control problems with general constraints
- Production planning and inventory control with remanufacturing and disposal
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
- A necessary condition of optimality for uncertain optimal control problem
- Uncertain optimal control of linear quadratic models with jump
- UNCERTAIN BANG-BANG CONTROL FOR CONTINUOUS TIME MODEL
- UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
- OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL
- An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- Deterministic Production Planning with Concave Costs and Capacity Constraints
- Uncertainty theory
This page was built for publication: A parametric optimization approach for uncertain linear quadratic models