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Minimax Control Problems: Optimality Conditions

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Autor(es):
Aquino, P. G. P. ; de Pinho, M. d R. ; Silva, G. N. ; Zelinka, I ; Pereira, FMFL ; Das, S ; Ilin, A ; Diveev, A ; Nikulchev, E
Número total de Autores: 9
Tipo de documento: Artigo Científico
Fonte: PROCEEDINGS OF THE XI LATIN AND AMERICAN ALGORITHMS, GRAPHS AND OPTIMIZATION SYMPOSIUM; v. 186, p. 8-pg., 2021-01-01.
Resumo

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)

Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
Beneficiário:Francisco Louzada Neto
Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs
Processo FAPESP: 18/08036-8 - Controlo e estimação multi-agente para a conciliação de objetivos multi-horizonte
Beneficiário:Geraldo Nunes Silva
Modalidade de apoio: Auxílio à Pesquisa - Regular