Abstract

Based on the multidimensional uncertain optimal control problem with jump, in this paper, a kind of special multidimensional uncertain optimal control problem: multidimensional uncertain linear-quadratic (LQ) optimal control problem with jump which has a quadratic objective function for a multidimensional uncertain linear control system with jump is studied. A necessary and suffcient condition for the existence about optimal control is obtained and then, as its application, a factory's production planning problem is discussed and the optimal production decision is obtained.

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