Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management

Abstract

In this work, optimal control models subject to discrete and continuous uncertain descriptor systems are both investigated under Hurwicz criterion. At first, by employing dynamic programming method, a recurrence equation is obtained to simplify the discrete optimal control model, and a bang-bang control problem is settled according to this equation. Then, for the continuous optimal control model, an equation of optimality is proposed and testified with the help of uncertainty theory and the principle of optimality, revealing the internal connection between optimal control and optimal value. Finally, a numerical example and an industrial management model are provided to illustrate the validness of above results.