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Minimax Control Problems: Optimality Conditions

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Author(s):
Aquino, P. G. P. ; de Pinho, M. d R. ; Silva, G. N. ; Zelinka, I ; Pereira, FMFL ; Das, S ; Ilin, A ; Diveev, A ; Nikulchev, E
Total Authors: 9
Document type: Journal article
Source: PROCEEDINGS OF THE XI LATIN AND AMERICAN ALGORITHMS, GRAPHS AND OPTIMIZATION SYMPOSIUM; v. 186, p. 8-pg., 2021-01-01.
Abstract

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 constraints. Weak maximal principle for minimax optimal control problems with mixed state-control equality and inequality constraints, under the constraint qualification of Mangassarian-Fromovitz type are discussed. The optimality conditions under a full rank conditions type is derived, and it is shown that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. We also look at the necessary conditions of optimality for simplified versions of the model and degeneracy issues. (c) 2021 The Authors. Published by Elsevier B.V. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 18/08036-8 - Multi-agent control and estimation for multi-horizon goals conciliation
Grantee:Geraldo Nunes Silva
Support Opportunities: Regular Research Grants