Robust Statistic Estimation of Constrained Optimal Control Problems of Pollution Accumulation (Part I)
In this paper, we study a constrained optimal control on pollution accumulation where the dynamic system was governed by a diffusion process that depends on unknown parameters, which need to be estimated. As the true values are unknown, we intended to determine (adaptive) policies that maximize a di...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/4/923 |