Minimax optimal control
File(s)vinter19.pdf (246.78 KB)
Published version
Author(s)
Vinter, RB
Type
Journal Article
Abstract
This paper provides a framework for deriving necessary conditions, in the form of a maximum principle, for minimax optimal control problems. The distinguishing feature of these problems is that the data depends on a vector a of unknown parameters, and "optimality" is defined on a worst case basis, as a ranges over the parameter set A. The centerpiece, a minimax maximum principle, is a set of optimality conditions for such problems. Here, the parameter set A is taken to be an arbitrary compact metric space and the hypotheses imposed on the dynamics and endpoint constraints are of an unrestrictive nature. The minimax maximum principle captures as special cases necessary conditions for optimal control problems with minimax costs, for problems involving "semi-infinite" endpoint constraints, and also a maximum principle for state constrained optimal control problems.
Version
Published version
Date Issued
2005
Citation
SIAM J CONTROL OPTIM, 2005, 44 (3), pp.939-968
ISSN
0363-0129
Publisher
SIAM PUBLICATIONS
Start Page
939
End Page
968
Journal / Book Title
SIAM J CONTROL OPTIM
Volume
44
Issue
3
Copyright Statement
© 2005 Society for Industrial and Applied Mathematics
Source Volume Number
44
Subjects
optimal control
minimax problems
nonsmooth analysis
robust control