Necessary optimality conditions for minimax optimal control problems with mixed constraints

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 in all functions involved: in the cost function, in the dynamical control sys...

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Veröffentlicht in:ESAIM. Control, optimisation and calculus of variations optimisation and calculus of variations, 2021-07, Vol.27, p.72
Hauptverfasser: Patzi Aquino, Paola Geovanna, de Pinho, M.d.R., Silva, Geraldo Nunes
Format: Artikel
Sprache:eng
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Zusammenfassung: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 in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality constraints. Then a new constraint qualification of Mangassarian-Fromovitz type is introduced which allowed us to prove the necessary conditions of optimality. We also derived the optimality conditions under a full rank conditions type and showed that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. Illustrative examples are presented.
ISSN:1292-8119
1262-3377
DOI:10.1051/cocv/2021069