An uncertain optimal control model with Hurwicz criterion

被引：27
|
作者：
Sheng, Linxue [1 ]
Zhu, Yuanguo [1 ]
Hamalainen, Timo [2 ]
机构：
[1] Nanjing Univ Sci & Technol, Dept Appl Math, Nanjing 210094, Jiangsu, Peoples R China
[2] Univ Jyvaskyla, Dept Math Informat Technol, FI-40014 Jyvaskyla, Finland
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2013年 / 224卷
基金：
中国国家自然科学基金;
关键词：
Optimal control; Uncertainty; Hurwicz criterion; Optimistic value; Principle of optimality; Equation of optimality; Technology diffusion;
D O I：
10.1016/j.amc.2013.08.079
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A new uncertain optimal control model based on the Hurwicz criterion is introduced to design dynamic optimization problems. Applying the method of dynamic programming, the principle of optimality is presented and then the equation of optimality is given to solve the proposed model. As an application, a manufacturing technology diffusion problem is discussed by using the equation obtained. (C) 2013 Elsevier Inc. All rights reserved.
引用
收藏
页码：412 / 421
页数：10
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