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Uncertain Optimal Control
Hardcover
Series: Springer Uncertainty Research
Technology & EngineeringGeneral ComputersGeneral Mathematics
ISBN13: 9789811321337
Publisher: Springer Nature
Published: Sep 18 2018
Pages: 208
Weight: 1.07
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games.
The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.
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