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An optimal stopping approach to land development under uncertainty

โœ Scribed by Amitrajeet A. Batabyal


Publisher
Springer
Year
2000
Tongue
English
Weight
95 KB
Volume
34
Category
Article
ISSN
0570-1864

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An uncertainty averaging approach to opt
โœ Andrey V. Savkin; Ian R. Petersen ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 584 KB

This paper presents an optimal state feedback guaranteed cost control result for a class of uncertain linear time-varying systems with structured uncertainty. The cost function considered is a quadratic cost function defined over a finite time interval. The solution of the optimal control problem is