Kang, Yujie; Zhu, Yuanguo Bang-bang optimal control for multi-stage uncertain systems. (English) Zbl 1323.49014 Information 15, No. 8, 3229-3237 (2012). Summary: A bang-bang optimal control model is considered for a multi-stage uncertain system which is disturbed by an uncertain variable at every stage. Based on Bellman’s principle of optimality in dynamic programming, the bang-bang optimal controls for the model with a linear objective function subject to an uncertain system are obtained. Cited in 6 Documents MSC: 49K30 Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) Keywords:multi-stage uncertain system; bang-bang optimal control; Bellman’s principle of optimality PDF BibTeX XML Cite \textit{Y. Kang} and \textit{Y. Zhu}, Information 15, No. 8, 3229--3237 (2012; Zbl 1323.49014)