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A necessary condition of optimality for uncertain optimal control problem

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Abstract

This paper is concerned with optimal control problem whose state equation is an uncertain differential equation. A necessary condition of optimality for uncertain optimal control problem is presented by using classical variational method. Meanwhile, an existence theorem of solution to backward uncertain differential equation is proved.

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Authors and Affiliations

  1. Department of Applied Mathematics, Nanjing University of Science and Technology, Nanjing, 210094, Jiangsu, People’s Republic of China

    Xintong Ge & Yuanguo Zhu

  2. School of Mathematics and Computation Sciences, Fuyang Normal College, Fuyang, 236041, Anhui, People’s Republic of China

    Xintong Ge

Authors
  1. Xintong Ge
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  2. Yuanguo Zhu
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Correspondence to Yuanguo Zhu.

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Ge, X., Zhu, Y. A necessary condition of optimality for uncertain optimal control problem. Fuzzy Optim Decis Making 12, 41–51 (2013). https://doi.org/10.1007/s10700-012-9147-4

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  • DOI: https://doi.org/10.1007/s10700-012-9147-4

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