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Journal of Intelligent Manufacturing
Erschienen in: Journal of Intelligent Manufacturing 3/2017

25.11.2014

Bang–bang property for an uncertain saddle point problem

verfasst von: Yun Sun, Yuanguo Zhu

Erschienen in: Journal of Intelligent Manufacturing | Ausgabe 3/2017

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Abstract

In this paper, we propose a bang–bang control model for a saddle point problem using the optimistic value criterion. By using equation of optimality in uncertain optimal control, a bang–bang control problem is investigated. And then, an example is given to illustrate our results.
Vorheriger Artikel Option pricing formulas for uncertain financial market based on the exponential Ornstein–Uhlenbeck model
Nächster Artikel Uncertain risk aversion

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Metadaten
Titel
Bang–bang property for an uncertain saddle point problem
verfasst von
Yun Sun
Yuanguo Zhu
Publikationsdatum
25.11.2014
Verlag
Springer US
Erschienen in
Journal of Intelligent Manufacturing / Ausgabe 3/2017
Print ISSN: 0956-5515
Elektronische ISSN: 1572-8145
DOI
https://doi.org/10.1007/s10845-014-1003-7

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