Optimistic Value Model of Infinite Horizon Uncertain Linear Quadratic Optimal Control
Based on uncertainty theory,an infinite time optimal control model with a discount factor for continuous uncertain systems under the optimistic value criterion was studied.First,the optimality equation for solving the model was given by using the dynamic programming method.Then,the optimal state feedback control and optimal value of the uncertain linear quadratic optimal control model were obtained based on the optimality equation.Finally,the obtained results were applied to the uncertain advertising placement problem under the optimistic value criterion.
infinite timeuncertain systemsoptimistic value modelequation of optimality
万方数据
维普
