Artículos de revistas
Minimax optimal control problem with state constraints
Fecha
2016-11-01Registro en:
European Journal of Control, v. 32, p. 24-31.
0947-3580
10.1016/j.ejcon.2016.06.002
2-s2.0-84994691416
2-s2.0-84994691416.pdf
Autor
Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
RUDN University
Universidade do Porto
Universidade Estadual Paulista (Unesp)
Institución
Resumen
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.