Bang-bang optimal control for multi-stage uncertain systems. (English) Zbl 1323.49014

Kang, Yujie; Zhu, Yuanguo

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.

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