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Fuzzy Optimization and Decision Making

Erschienen in:

02.10.2020

Optimal control for uncertain discrete-time singular systems under expected value criterion

verfasst von: Yadong Shu, Bo Li, Yuanguo Zhu

Erschienen in: Fuzzy Optimization and Decision Making | Ausgabe 3/2021

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Abstract

Optimal control problems governed by two different types of uncertain discrete-time singular systems are investigated under expected value criterion. The objective function including uncertain variables is optimized with the help of expected value method provided that the singular systems are both regular and impulse-free. At first, based on the principle of dynamic programming, a recurrence equation is derived to simplify an optimal control model for a class of uncertain discrete-time singular systems. After that, according to uncertainty theory and the recurrence equation, two kinds of optimal control problems subject to an uncertain linear singular system and an uncertain singular system with quadratic input variables are considered in order, and the optimal solutions are both presented by accurate expressions. A numerical example and a dynamic input-output model are settled to illustrate the effectiveness of the results obtained.

Vorheriger Artikel Portfolio management with background risk under uncertain mean-variance utility

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Titel: Optimal control for uncertain discrete-time singular systems under expected value criterion
verfasst von: Yadong Shu
Bo Li
Yuanguo Zhu
Publikationsdatum: 02.10.2020
Verlag: Springer US
Erschienen in: Fuzzy Optimization and Decision Making / Ausgabe 3/2021
Print ISSN: 1568-4539
Elektronische ISSN: 1573-2908
DOI: https://doi.org/10.1007/s10700-020-09346-5

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