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Hurwicz model of uncertain optimal control with jump
  • Liubao Deng,
  • Jinzhong Shen,
  • Yuefen Chen
Liubao Deng
Anhui University of Finance and Economics
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Jinzhong Shen
Anhui University of Science and Technology
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Yuefen Chen
Xinyang Normal University
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Abstract

How to choose the optimization criterion of the objective function is an important issue for uncertain optimal control. The Hurwicz criterion is a flexible optimization criterion attempting to find the intermediate area between the extremes posed by the optimistic and pessimistic criteria. Based on uncertainty theory, in this paper, we establish a new uncertain optimal control model with jump by making use of Hurwicz criterion to optimize an uncertain objective function. By applying Bellman's principle of optimality, the principle of optimality for the proposed model is presented and then the equation of optimality is derived. Finally, an example is given to show the the effectiveness of the results obtained.

Peer review status:ACCEPTED

06 Feb 2020Submitted to Mathematical Methods in the Applied Sciences
07 Feb 2020Submission Checks Completed
07 Feb 2020Assigned to Editor
25 Feb 2020Reviewer(s) Assigned
30 May 2020Review(s) Completed, Editorial Evaluation Pending
03 Jun 2020Editorial Decision: Revise Minor
17 Jun 20201st Revision Received
17 Jun 2020Submission Checks Completed
17 Jun 2020Assigned to Editor
17 Jun 2020Editorial Decision: Accept