×

Uncertain bang-bang control for continuous time model. (English) Zbl 1331.93228

Summary: By using the equation of optimality in uncertain optimal control, an uncertain bang-bang control problem for a continuous time model is investigated. An example is given to illustrate the result obtained.

MSC:

93E20 Optimal stochastic control
49J30 Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Balakrishnan A. V., Applied Mathematics and Optimization 6 pp 91– (1980) · Zbl 0425.49015 · doi:10.1007/BF01442885
[2] Christopeit N., Applied Mathematics and Optimization 9 pp 163– (1982) · Zbl 0514.60060 · doi:10.1007/BF01460123
[3] Chen X., Fuzzy Optimization and Decision Making 9 (1) pp 69– (2010) · Zbl 1196.34005 · doi:10.1007/s10700-010-9073-2
[4] Dixit A. K., Investment under Uncertainty (1994)
[5] Dorato P., IEEE Transactions on Automatic Control 12 (6) pp 682– (1967) · doi:10.1109/TAC.1967.1098731
[6] Huang C., Optimization and Engineering 7 (4) pp 445– (2006) · Zbl 1179.76073 · doi:10.1007/s11081-006-0349-x
[7] Liu B., Uncertainty Theory,, 2. ed. (2007)
[8] Liu B., Journal of Uncertain Systems 2 (1) pp 3– (2008)
[9] Liu B., Journal of Uncertain Systems 3 (1) pp 3– (2009)
[10] Liu B., Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty (2010)
[11] Simaan M., Journal of Optimization Theory and Applications 114 (3) pp 609– (2002) · Zbl 1035.49020 · doi:10.1023/A:1016027113579
[12] Vakhrameev S. A., Journal of Mathematical Sciences 85 (3) pp 2002– (1997) · Zbl 0926.49013 · doi:10.1007/BF02355111
[13] Walsh G. R., Journal of Engineering Mathematics 6 (2) pp 165– (1972) · Zbl 0235.49028 · doi:10.1007/BF01535100
[14] Zhu Y., Cybernetics and Systems: An International Journal 41 (7) pp 535– (2010) · Zbl 1225.93121 · doi:10.1080/01969722.2010.511552
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.