Uncertain Optimal Control Softcover reprint of the original 1st ed. 2019 Edition
Author(s): Yuanguo Zhu (Author)
Publisher: Springer
Publication Date: December 16, 2018
Edition: Softcover reprint of the original 1st ed. 2019
Language: English
Print length: 217 pages
ISBN-10: 9811347379
ISBN-13: 9789811347375
Book Description
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.
Editorial Reviews
Review
“This book, based on the uncertainty theory, introduces a new direction on optimal control theory, namely, uncertain optimal control. … it is suitable for students, engineers and researchers in mathematical control and related fields.” (Savin Treanta, zbMATH 1407.49001, 2019)
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 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.
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