Optimistic value based optimal control for uncertain linear singular systems and application to a dynamic input-output model.

In this paper, optimal control problems for uncertain discrete-time singular systems and uncertain continuous-time singular systems are considered under optimistic value criterion. The above singular systems are assumed to be regular and impulse-free, and optimistic value method is employed to optimize uncertain objective functions. Firstly, based on Bellman's principle of optimality, a recurrence equation is presented for settling optimal control problems subject to uncertain discrete-time singular systems. Then, by applying the principle of optimality and uncertainty theory, an equation of optimality for an optimal control model subject to an uncertain continuous-time singular system is derived. The optimal control problem can be settled through solving the equation of optimality. Two numerical examples and a dynamic input-output model are given to show the effectiveness of the results obtained.