Minimax optimal control problem with state constraints
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In this article, nondegenerate necessary conditions of optimality are derived and discussed for the so-called “minimax” optimal control problems with state constraints. In this class of problems, the data depends on an unknown parameter that takes values in a given compact set called “uncertainty set”. The solution of the problem is considered for the worst case value of the unknown parameter. The result is obtained in the two stages: after the basic necessary conditions of optimality are derived, additional conditions ensuring their nondegeneracy in the minimax context are obtained.
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European Journal of Control, v. 32, p. 24-31.
