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Necessary optimality conditions for minimax optimal control problems with mixed constraints

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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.

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Maximum principle, Minimax optimal control problems, Mixed constrained, Nonsmooth analysis

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Inglês

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ESAIM - Control, Optimisation and Calculus of Variations, v. 27.

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