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