Uncertain Optimal Control

by Yuanguo Zhu

Overview

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.

Product Details

ISBN-13:	9789811321337
Publisher:	Springer Nature Singapore
Publication date:	08/30/2018
Series:	Springer Uncertainty Research
Edition description:	1st ed. 2019
Pages:	208
Product dimensions:	6.10(w) x 9.25(h) x (d)

About the Author

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.

Table of Contents

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.

Editorial Reviews

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)

From the Publisher