Abstract
An input-output optimal control model is established under uncertain influence in environment. The objective function, terminal constraint of state variables and bound constraints of control variables are considered with fuzziness. The direct consumption coefficient matrix and investment coefficient matrix are regarded as stochastic variables. Membership function and chance constrained programming are applied to convert the uncertain model to a definite one. Penalty function and Particle Swarm Optimization are used to solve the model. The calculation results of an example demonstrate that the uncertain model has more practical value to decision makers compared to a definite one.
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