Necessary optimality conditions for minimax optimal control problems with mixed constraints

• Type: Article in International Scientific Journal
• Date: 2021

Authors

Paola Geovanna Patzi Aquino (Author) Other; Maria do Rosário de Pinho (Author) FEUP; Geraldo Nunes Silva (Author) Other

Journal

Title: ESAIM - Control, Optimisation and Calculus of Variations

Vol. 27

Pages: 1-72

ISSN: 1292-8119

Publisher: EDP Sciences

Indexing

ISI Web of Knowledge - 1 Citation

Other information

Authenticus ID: P-00V-5XS

DOI: 10.1051/cocv/2021069

Abstract (EN): A weak maximal principle for minimax optimal control problems with mixed state-control equality and inequality constraints is provided. In the formulation of the minimax control problem we allow for parameter uncertainties in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality constraints. Then a new constraint qualification of Mangassarian-Fromovitz type is introduced which allowed us to prove the necessary conditions of optimality. We also derived the optimality conditions under a full rank conditions type and showed that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. Illustrative examples are presented.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 24