Uncertain optimal control
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Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Problems with incomplete information (optimization) (49N30) Management decision making, including multiple objectives (90B50) Control/observation systems with incomplete information (93C41)
This book, based on the uncertainty theory, introduces a new direction on optimal control theory, namely, \textit{uncertain optimal control}. More precisely, two models (with continuous-time and discrete-time forms) involving expected value uncertain optimal control and optimistic value uncertain optimal control are formulated. Also, to illustrate the main results, some applications in management, engineering and portfolio selection are provided. This research work includes 9 chapters and it is suitable for students, engineers and researchers in mathematical control and related fields.
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- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- Flexible and generalized uncertainty optimization. Theory and approaches
- Nonlinear impulsive problems for uncertain fractional differential equations
- First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model
- Parameter estimation of uncertain differential equation with application to financial market
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
- Optimal control for uncertain random singular systems with multiple time-delays
- Parameter estimation in uncertain differential equations
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model
- Resilient controls for ordering uncertain prospects. Change and response
- Perturbed uncertain differential equations and perturbed reflected canonical process
- Necessary optimality conditions of fractional-order discrete uncertain optimal control problems
- Uncertain fractional-order multi-objective optimization based on reliability analysis and application to fractional-order circuit with Caputo type
- An uncertain optimal control model with Hurwicz criterion
- Uncertain optimal control with application to a portfolio selection model
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- Uncertain optimal control approach for \(CO_{2}\) mitigation problem
- Stability analysis of nonlinear uncertain fractional differential equations with Caputo derivative
- Uncertain portfolio optimization
- Optimal MAV operations in an uncertain environment
- Nonparametric estimation for uncertain differential equations
- Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems
- Parameter estimation for uncertain fractional differential equations
- Optimal control for uncertain random continuous-time systems
- Asymptotic stability in \(p\) th moment of uncertain dynamical systems with time-delays
- Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices
- On uncertain partial differential equations
- On some complements to Liu's theory
- LQ optimal control of uncertain fractional differential systems
- Optimistic value model of multidimensional uncertain optimal control with jump
- Representation formulas for solutions of linear uncertain fractional differential equations and optimal control
- Optimal control of nonlinear dynamical systems with fuzzy uncertainties
- Uncertain stochastic optimal control problems based on backward stochastic difference equations and forward uncertain difference equations
- Uncertain differential game with risk-averse players
- Linear quadratic optimal control and zero-sum game for uncertain time-delay systems based on pessimistic value
- Reachable set of some discrete system with uncertain Liu disturbances
- Optimal control and zero-sum game subject to multifactor uncertain random systems with jump
- Finite-time attractivity analysis for nonautonomous dynamical systems with uncertainty
- Revised moment estimation for uncertain fractional differential equations with application to stock model
- Optimal control method for uncertain fractional switched systems and application to glucose-insulin regulatory
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