Uncertain Optimal Control (Springer Uncertainty Research) - Softcover

Zhu, Yuanguo

 
9789811347375: Uncertain Optimal Control (Springer Uncertainty Research)

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.

"synopsis" may belong to another edition of this title.

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.

From the Back Cover

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 this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9789811321337: Uncertain Optimal Control (Springer Uncertainty Research)

Featured Edition

ISBN 10:  9811321337 ISBN 13:  9789811321337
Publisher: Springer, 2018
Hardcover