DocumentCode
2396592
Title
Multidimensional uncertain optimal control with jump
Author
Deng, Liubao ; Zhu, Yuanguo
Author_Institution
Dept. of Appl. Math., Nanjing Univ. of Sci. & Technol., Nanjing, China
fYear
2012
fDate
19-20 May 2012
Firstpage
221
Lastpage
225
Abstract
Based on an uncertain optimal control problem with jump in the condition of one-dimension, in this paper, we shall consider an uncertain optimal control problem with jump in the condition of multi-dimension. To solve the proposed problem, we present the principle of optimality and then obtain the equation of optimality about multidimensional uncertain optimal control problem with n-jump.
Keywords
optimal control; jump; multidimension condition; multidimensional uncertain optimal control problem; one-dimension condition; optimality; Equations; Mathematical model; Optimal control; Portfolios; Uncertainty; Vectors; equation of optimality; jump; multidimension; optimal control; uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems and Informatics (ICSAI), 2012 International Conference on
Conference_Location
Yantai
Print_ISBN
978-1-4673-0198-5
Type
conf
DOI
10.1109/ICSAI.2012.6223502
Filename
6223502
Link To Document