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Optimal control for uncertain discrete-time singular systems under expected value criterion

Author

Listed:
  • Yadong Shu

    (Nanjing University of Information Science and Technology)

  • Bo Li

    (Nanjing University of Finance and Economics)

  • Yuanguo Zhu

    (Nanjing University of Science and Technology)

Abstract

Optimal control problems governed by two different types of uncertain discrete-time singular systems are investigated under expected value criterion. The objective function including uncertain variables is optimized with the help of expected value method provided that the singular systems are both regular and impulse-free. At first, based on the principle of dynamic programming, a recurrence equation is derived to simplify an optimal control model for a class of uncertain discrete-time singular systems. After that, according to uncertainty theory and the recurrence equation, two kinds of optimal control problems subject to an uncertain linear singular system and an uncertain singular system with quadratic input variables are considered in order, and the optimal solutions are both presented by accurate expressions. A numerical example and a dynamic input-output model are settled to illustrate the effectiveness of the results obtained.

Suggested Citation

  • Yadong Shu & Bo Li & Yuanguo Zhu, 2021. "Optimal control for uncertain discrete-time singular systems under expected value criterion," Fuzzy Optimization and Decision Making, Springer, vol. 20(3), pages 331-364, September.
    • Handle: RePEc:spr:fuzodm:v:20:y:2021:i:3:d:10.1007_s10700-020-09346-5
    DOI: 10.1007/s10700-020-09346-5
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    References listed on IDEAS

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    1. Salvatore Federico, 2011. "A stochastic control problem with delay arising in a pension fund model," Finance and Stochastics, Springer, vol. 15(3), pages 421-459, September.
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    Cited by:

    1. Shen, Jiayu & Shi, Jianxin & Gao, Lingceng & Zhang, Qiang & Zhu, Kai, 2023. "Uncertain green product supply chain with government intervention," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 208(C), pages 136-156.

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