|
|||||
|
|
Discrete-time interval optimal control problem |
|
| Authors: | J. R. Campos E. Assunção G. N. Silva W. A. Lodwick M. C. M. Teixeira |
| Affiliation: | 1. Area of Sciences, Federal Institute of Education, Science and Technology of S?o Paulo , Votuporanga, Brazil;2. School of Engineering, S?o Paulo State University (UNESP) , Ilha Solteira, Brazil jrc_unesp@yahoo.com.br jrcifsp@ifsp.edu.br;4. School of Engineering, S?o Paulo State University (UNESP) , Ilha Solteira, Brazil;5. Institute of Biosciences, Humanities and Exact Sciences, S?o Paulo State University (UNESP) , S?o José do Rio Preto, Brazil;6. Department of Mathematical and Statistical Sciences, University of Colorado , Denver, CO, USA |
| Abstract: | 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 |