Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142040 | Operations Research Letters | 2016 | 7 Pages |
Abstract
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 an approximated discrete-time problem where analogous conditions hold. One of them allows us to design an easily implementable descent method. We analyze its convergence and we show some preliminary numerical results.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Justina Gianatti, Laura S. Aragone, Pablo A. Lotito, Lisandro A. Parente,