Optimal Control of Background-Based Uncertain Systems with Applications in DC Pension Plan
In this paper, we propose a new optimal control model for uncertain systems with jump. In the model, the background-state variables are incorporated, where the background-state variables are governed by an uncertain differential equation. Meanwhile, the state variables are governed by another uncert...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-05-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/5/734 |