Abstract
This work deals with the problems of the Expremal Fuzzy Continuous Dynamic System (EFCDS) optimization problems and briefly discuss the results developed by G. Sirbiladze [31]–[38]. The basic properties of extended extremal fuzzy measure are considered and several variants of their representation are given. In considering extremal fuzzy measures, several transformation theorems are represented for extended lower and upper Sugeno integrals. Values of extended extremal conditional fuzzy measures are defined as a levels of an expert knowledge reflections of EFCDS states in the fuzzy time intervals. The notions of extremal fuzzy time moments and intervals are introduced and their monotone algebraic structures that form the most important part of the fuzzy instrument of modeling extremal fuzzy dynamic systems are discussed. New approaches in modeling of EFCDS are developed. Applying the results of [31] and [32], fuzzy processes with possibilistic uncertainty, the source of which is extremal fuzzy time intervals, are constructed. The dynamics of EFCDS’s is described. Questions of the ergodicity of EFCDS’s are considered. Fuzzy-integral representations of controllable extremal fuzzy processes are given. Sufficient and necessary conditions are presented for the existence of an extremal fuzzy optimal control processes, for which we use R. Bellman’s optimality principle and take into consideration the gain-loss fuzzy process. A separate consideration is given to the case where an extremal fuzzy control process acting on the EFCDS does not depend on an EFCDS state. Applying Bellman’s optimality principle and assuming that the gain-loss process exists for the EFCDS, a variant of the fuzzy integral representation of an optimal control is given for the EFCDS. This variant employs the instrument of extended extremal fuzzy composition measures constructed in [32]. An example of constructing of the EFCDS optimal control is presented.
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Sirbiladze, G. (2010). Fuzzy Dynamic Programming Problem for Extremal Fuzzy Dynamic System. In: Lodwick, W.A., Kacprzyk, J. (eds) Fuzzy Optimization. Studies in Fuzziness and Soft Computing, vol 254. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-13935-2_11
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