Fuzzy optimal control with application to discounted profit advertising problem

Baten M. A., KAMIL A. A.

Journal of Intelligent and Fuzzy Systems, vol.23, no.5, pp.187-192, 2012 (SCI-Expanded, Scopus) identifier

  • Publication Type: Article / Article
  • Volume: 23 Issue: 5
  • Publication Date: 2012
  • Doi Number: 10.3233/ifs-2012-0508
  • Journal Name: Journal of Intelligent and Fuzzy Systems
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.187-192
  • Keywords: dynamic programming principle, Fuzzy, optimal control, optimality equation, profit advertising model
  • Istanbul Gelisim University Affiliated: No

Abstract

A fuzzy optimal control model was formulated maximizing the expected discounted objective function subject to fuzzy differential equation for fuzzy control system. We proved that the value function of fuzzy optimal control problem satisfied the dynamic programming principle. The optimality equation in fuzzy optimal control was derived and an example was carried out to obtain the optimality conditions by using the optimality equation. As an application, we used the Bellman's principle of optimality to solve the fuzzy advertising model. © 2012-IOS Press and the authors. All rights reserved.