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Focusing on uncertain optimal control, this book presents both expected value and optimistic value models in continuous and discrete time, utilizing dynamic programming. It delves into optimality equations, uncertain bang-bang control, and scenarios involving switched systems and time delays. The theory's practical applications span portfolio selection, engineering, and game theory, making it a comprehensive resource for understanding and applying uncertain optimal control concepts in various fields.
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Uncertain Optimal Control, Yuanguo Zhu
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- 2018
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