{"title":"OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL","authors":"Linxue Sheng, Yuanguo Zhu","doi":"10.1142/S0218488513400060","DOIUrl":null,"url":null,"abstract":"Optimal control is an important field of study both in theory and in applications. Based on uncertainty theory, an expected value model of uncertain optimal control problem was studied by Zhu. In this paper, an optimistic value model for uncertain optimal control problem is investigated. Applying Bellman's principle of optimality, the principle of optimality for the model is presented. And then the equation of optimality is obtained for the optimistic value model of uncertain optimal control. Finally, a portfolio selection problem is solved by this equation of optimality.","PeriodicalId":50283,"journal":{"name":"International Journal of Uncertainty Fuzziness and Knowledge-Based Systems","volume":"17 1","pages":"75-87"},"PeriodicalIF":1.0000,"publicationDate":"2013-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"62","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Uncertainty Fuzziness and Knowledge-Based Systems","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1142/S0218488513400060","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
引用次数: 62
Abstract
Optimal control is an important field of study both in theory and in applications. Based on uncertainty theory, an expected value model of uncertain optimal control problem was studied by Zhu. In this paper, an optimistic value model for uncertain optimal control problem is investigated. Applying Bellman's principle of optimality, the principle of optimality for the model is presented. And then the equation of optimality is obtained for the optimistic value model of uncertain optimal control. Finally, a portfolio selection problem is solved by this equation of optimality.
期刊介绍：
The International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems is a forum for research on various methodologies for the management of imprecise, vague, uncertain or incomplete information. The aim of the journal is to promote theoretical or methodological works dealing with all kinds of methods to represent and manipulate imperfectly described pieces of knowledge, excluding results on pure mathematics or simple applications of existing theoretical results. It is published bimonthly, with worldwide distribution to researchers, engineers, decision-makers, and educators.
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