Parametric optimal control for uncertain linear quadratic models

In this paper, a parametric optimal control problem of uncertain linear quadratic model was proposed and investigated. Based on the equation of optimality, the optimal control and optimal value for the uncertain linear quadratic model without control parameter were given. Then we studied one kind of parametric optimal control problem of uncertain linear quadratic model and proposed a parametric approximation method for solving it. And the analytic expressions of optimal control and optimal value were derived. Finally, an application of parametric optimal control in the field of inventory-promotion problem was given to illustrate the efficiency of proposed method and to show the practicability of parametric optimal control model. 117