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Minimax optimal control problem with state constraints

Title
Minimax optimal control problem with state constraints
Type
Article in International Scientific Journal
Year
2016
Authors
Dmitry Karamzin
(Author)
FEUP
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de Oliveira, V
(Author)
Other
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Fernando Lobo Pereira
(Author)
FEUP
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Silva, G
(Author)
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Journal
Vol. 32
Pages: 24-31
ISSN: 0947-3580
Publisher: LAVOISIER
Other information
Authenticus ID: P-00M-6KY
Abstract (EN): In this article, nondegenerate necessary conditions of optimality are derived and discussed for the so-called "minimax" optimal control problems with state constraints. In this class of problems, the data depends on an unknown parameter that takes values in a given compact set called "uncertainty set". The solution of the problem is considered for the worst case value of the unknown parameter. The result is obtained in the two stages: after the basic necessary conditions of optimality are derived, additional conditions ensuring their nondegeneracy in the minimax context are obtained.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 8
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