This paper is concerned with optimal control problem whose state equation is an uncertain differential equation. A necessary condition of optimality for uncertain optimal control problem is presented by using classical variational method. Meanwhile, an existence theorem of solution to backward uncertain differential equation is proved.
Uncertain delay differential equation is a type of functional differential equations driven by canonical process. This paper presents a method to solve an uncertain delay differential equation, and proves an existence and uniqueness theorem of solution for uncertain delay differential equations under Lipschitz condition and linear growth condition by Banach… (More)