UNCERTAIN OPTIMAL CONTROL WITH JUMP
UNCERTAIN OPTIMAL CONTROL WITH JUMP
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发表时间：
2012-04
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通讯作者：
Liubao Deng;Yuanguo Zhu
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作者：
Liubao Deng;Yuanguo Zhu
基于不确定性理论，研究了由不确定V跳过程和不确定正则过程共同驱动的不确定动态系统的带跳不确定最优控制问题.应用最优控制的动态规划原理，得到了最优性原理和最优性方程。作为应用，讨论了养老基金的控制问题，并给出了最优策略。
Based on the uncertainty theory, an uncertain optimal control problem with jump is considered for uncertain dynamical systems driven by both an uncertain V jump process and an uncertain canonical process. The principle of optimality and the equation of optimality are obtained by applying the dynamic programming principle of the optimal control. As its applications, a pension funds control problem is discussed and the optimal strategies are presented.