计算机科学
微分博弈
文件夹
最优控制
数学优化
动力系统理论
动力系统(定义)
控制(管理)
人工智能
数学
经济
量子力学
金融经济学
物理
标识
DOI:10.1142/s0218488519500181
摘要
Along with the development of the modern science and technology, people face a lot of data in different areas of production and life. In dealing with these data which include many indeterminant factors, we can use the multifactor uncertain system to describe a dynamical system with uncertain noises. Optimal control problem is an important research topic which aims at finding the optimal strategy in a dynamical system. In this paper, we consider the optimal control problem for the multifactor uncertain system with two evaluation criterions. Then a two person zero sum differential game model in a multifactor uncertain system is discussed. Finally, as an application, our result is used to solve an uncertain portfolio game model.
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