This book introduces the theory and applications of uncertain optimal
control, and establishes two types of models including expected value
uncertain optimal control and optimistic value uncertain optimal
control. These models, which have continuous-time forms and
discrete-time forms, make use of dynamic programming. The uncertain
optimal control theory relates to equations of optimality, uncertain
bang-bang optimal control, optimal control with switched uncertain
system, and optimal control for uncertain system with time-delay.
Uncertain optimal control has applications in portfolio selection,
engineering, and games.
The book is a useful resource for researchers, engineers, and students
in the fields of mathematics, cybernetics, operations research,
industrial engineering, artificial intelligence, economics, and
management science.