Uncertain Optimal Control

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.

Investigates optimal control problems subject to uncertain dynamic systems Focuses not only on the expected value-based model but also on the optimistic value-based model, which is a novel approach for optimal control theory Shows applications of uncertain optimal control in portfolio selection, engineering, and games

Auteur
Yuanguo Zhu received his B.S. degree in 1984 and M.S. degree in 1988, both from Jiangxi Normal University, and his Ph.D. degree in 2004 from Tsinghua University. He joined Nanjing University of Science and Technology as a Professor of Mathematics in 2001. Dr. Zhu's research includes optimization, optimal control, uncertainty, and intelligent computing.

Résumé
"This book, based on the uncertainty theory, introduces a new direction on optimal control theory, namely, uncertain optimal control. ... it is suitable for students, engineers and researchers in mathematical control and related fields." (Savin Treanta, zbMATH 1407.49001, 2019)

Contenu
Basics on Uncertainty Theory.- Uncertain Expected Value Optimal Control.- Uncertain Optimistic Value Optimal Control.- Uncertain Discrete-time Models.- Uncertain Bang-bang Optimal Control.- Optimal Control for Switched Uncertain System.- Optimal Control for Uncertain System with Time-delay.- Applications.