Hamilton-Jacobi-Bellman equations for Fuzzy-Dual Optimization
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摘要
In this article, after introducing fuzzy-dual numbers, functions and functionals, the optimization of a fuzy-dual functional is considered through an extension of Euler's condition. Then, once uncertainty is imbedded in a fuzzy-dual dynamical system, the optimization of such systems is considered, leading to an extended Hamilton-Jacobi-Bellman equation to characterize optimal fuzzy-dual solutions.
In this article, after introducing fuzzy-dual numbers, functions and functionals, the optimization of a fuzy-dual functional is considered through an extension of Euler's condition. Then, once uncertainty is imbedded in a fuzzy-dual dynamical system, the optimization of such systems is considered, leading to an extended Hamilton-Jacobi-Bellman equation to characterize optimal fuzzy-dual solutions.
引文
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