Optimistic Value Model of Uncertain Optimal Control
نویسندگان
چکیده
Optimal control is an important field of study both in theory and in applications. Based on uncertainty theory, an expected value model of uncertain optimal control problem was studied by Zhu. In this paper, an optimistic value model for uncertain optimal control problem is investigated. Applying Bellman’s principle of optimality, the principle of optimality for the model is presented. And then the equation of optimality is obtained for the optimistic value model of uncertain optimal control. Finally, a portfolio selection problem is solved by this equation of optimality.
منابع مشابه
The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion
The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion Bo Li, Yuanguo Zhu & Yuefen Chen To cite this article: Bo Li, Yuanguo Zhu & Yuefen Chen (2017) The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion, International Journal of Systems Science, 48:8, 1766-1774, DO...
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