Uncertain Optimal Control

Autor*innen

• Yuanguo Zhu

Parameter

• 220 Seiten
• 8 Lesestunden

• Wirtschaft

Mehr zum Buch

Focusing on uncertain optimal control, this book presents both expected value and optimistic value models in continuous and discrete time, utilizing dynamic programming. It delves into optimality equations, uncertain bang-bang control, and scenarios involving switched systems and time delays. The theory's practical applications span portfolio selection, engineering, and game theory, making it a comprehensive resource for understanding and applying uncertain optimal control concepts in various fields.

• Sprache: Englisch
• Erscheinungsdatum: 2018
• Einband: Hardcover