 Optimal control for uncertain random singular systems with multiple time-delaysXin Chen and Yuanguo Zhu Chaos, Solitons & Fractals, 2021, vol. 152, issue C Abstract: Chance theory provides us a useful tool to solve an optimal control problem with indeterminacy composing of both uncertainty and randomness. Based on chance theory, this paper studies an optimal control for uncertain random singular systems with multiple time-delays. First, an uncertain random singular system with multiple time-delays is introduced, and then the corresponding optimal control problem is established. The equivalent relationship between this problem and the optimal control problem for standard uncertain random systems is derived. Then the appropriate recurrence equations are proposed according to the dynamic programming method. Furthermore, two kinds of optimal control problems are discussed. The optimal control inputs and respective optimal values of the problems are provided via the solvability of the obtained equations. Finally, a numerical example is presented to show the effectiveness of our theoretical results. Keywords: Chance theory; Optimal control; Singular system; Multiple time-delays (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007256 DOI: 10.1016/j.chaos.2021.111371 Access Statistics for this article Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros More articles in Chaos, Solitons & Fractals from Elsevier |
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