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Necessary optimality conditions for minimax optimal control problems with mixed constraints
(2021-01-01)
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 ...
Minimax Control Problems: Optimality Conditions
(2021-01-01)
The formulation of the minimax control problem is considered. We allow for parameter uncertainties in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality ...
Condições de otimalidade para problemas de controle ótimo minimax
(Universidade Estadual Paulista (Unesp), 2019-03-22)
Neste trabalho consideramos problemas de controle minimax em que as funções envolvidas dependem de parâmetros desconhecidos. Essa dependências aparece tanto na dinâmica, quanto na função custo, e minimizamos com respeito ...
Minimax optimal control problem with state constraints
(2016-11-01)
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 ...
Solving minimax control problems via nonsmooth optimization
(Elsevier Science, 2016-09)
We address minimax optimal control problems with linear dynamics. Under convexity assumptions, by using non-smooth optimization techniques, we derive a set of optimality conditions for the continuous-time case. We define ...
Discrete-time interval optimal control problem
(2019-08-03)
This paper proposes a new approach for the discrete-time interval optimal control problem. The optimal interval solution of discrete-time interval optimal control problem is obtained using the single-level constrained ...
Profit-based churn prediction based on Minimax Probability Machines
(Elsevier, 2020)
In this paper, we propose three novel profit-driven strategies for churn prediction. Our proposals extend the ideas of the Minimax Probability Machine, a robust optimization approach for binary classification that maximizes ...
A proximal solution for a class of extended minimax location problem
(Springer, 2015)
A proximal solution for a class of extended minimax location problem
(Springer, 2015)