Uncertain Optimal Control of Linear Quadratic Models with Jump

• 作 者: LiubaoDeng[1]YuanguoZhu[2]
• 机 构: Department of Applied Mathematics,Nanjing University of Science and Technology Nanjing 210094,Jiangs
• 出 处: 第九届中国不确定系统年会、第五届中国智能计算大会、第十三届中国青年信息与管理学者大会
• 发表日期: 2011年期

　　Based on the uncertain optimal control with jump, in this paper, we study a special optimal control problem: linear quadratic uncertain optimal control problem with jump which has a quadratic objective functional for a linear uncertain control system with jump.We obtain the necessary and sufficient conditions for the existence of optimal control.