Uncertain Optimal Control

Zhu, Yuanguo

ISBN 10: 9811321337 / ISBN 13: 9789811321337

Published by Springer, 2018

About this Item

Seller Inventory # 33408948-n

Bibliographic Details

• Title: Uncertain Optimal Control
• Publisher: Springer
• Publication Date: 2018
• Language: English
• ISBN 10: 9811321337
• ISBN 13: 9789811321337
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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.

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.