International Journal of Control, Vol.92, No.8, 1778-1784, 2019
Discrete-time interval optimal control problem
This paper proposes a new approach for the discrete-time interval optimal control problem. The optimal interval solution of discrete-time interval optimal control problem is obtained using the single-level constrained interval arithmetic coupled with a dynamic programming technique. Moreover, the optimal interval solution contains the real-valued optimal solutions. To illustrate an optimal solution for the interval case, we use the minimax regret criterion in the interval inventory control problem we present.
Keywords:Interval optimal control problem;generalised uncertainty;interval dynamic programming;interval mathematical models;minimax regret criterion