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.
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.
I Introduction.- 1 Introductory Survey.- 2 Vector Norm. Matrix Norm. Matrix Measure.- 3 FUnctional Analysis, Function Norms and Control Signals.- II Differential Sensitivity. Small-Scale Perturbation...
This book describes the evolution of feedback theory, from its simplest form to more complex guises, and connects this to the control of complex systems. It systematically develops a new approach to...
Evolutionary algorithms are sophisticated search methods that have been found to be very efficient and effective in solving complex real-world multi-objective problems where conventional optimization...
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