Optimal control of uncertain systems with jump under optimistic value criterion
DOI10.1016/J.EJCON.2017.06.002zbMATH Open1380.49030OpenAlexW2669458394MaRDI QIDQ682844FDOQ682844
Authors: Liubao Deng, Yue-fen Chen 
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.2017.06.002
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Dynamic programming (90C39) Optimality conditions (49K99) Dynamic programming in optimal control and differential games (49L20) Control/observation systems with incomplete information (93C41)
Cites Work
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- Uncertain bang-bang control for continuous time model
- Optimistic value model of uncertain optimal control
- Optimal portfolio selection when stock prices follow an jump-diffusion process
- Title not available (Why is that?)
- Bang-bang optimal control for multi-stage uncertain systems
- Uncertain optimal control of linear quadratic models with jump
- An optimal control model for uncertain systems with time-delay
- Linear quadratic nonzero-sum differential games with random jumps
Cited In (14)
- Optimistic value model of uncertain optimal control
- Optimal control of multifactor uncertain system with jumps
- Uncertain random linear quadratic control with multiplicative and additive noises
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- Hurwicz model of uncertain optimal control with jump
- An uncertain optimal control model with Hurwicz criterion
- Hurwicz model of uncertain linear quadratic optimal control with jump
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- Optimal Control of a Multifactor Uncertain System
- Uncertain optimal control of linear quadratic models with jump
- An uncertain sustainable supply chain network
- Uncertain optimal control with application to a portfolio selection model
- Title not available (Why is that?)
- Optimistic value model of multidimensional uncertain optimal control with jump
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