Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
756327 | Systems & Control Letters | 2014 | 5 Pages |
Abstract
The necessary condition is derived for optimal control with multiple priors which are mutually singular. The tool we use is the theory of GG-expectation.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Yuhong Xu,