Abstract
Chance theory is a mathematical methodology for modelling complex systems including both uncertainty and randomness. Based on chance theory, this paper introduces the optimal control model for a multistage uncertain random system. For solving such a model, recurrence equations are presented via Bellman’s principle. With the aid of recurrence equations, the bang-bang problem of optimal control model and indefinite linear quadratic (LQ) problem of optimal control model are studied. Meanwhile, the exact solutions of such problems are presented. Furthermore, numerical examples are provided on the proposed theorems to show the effectiveness of our results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
