Solving minimax control problems via nonsmooth optimization
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 t...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2016 |
| País: | Argentina |
| Institución: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repositorio: | CONICET Digital (CONICET) |
| Idioma: | inglés |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/52669 |
| Acceso en línea: | http://hdl.handle.net/11336/52669 |
| Access Level: | acceso abierto |
| Palabra clave: | MINIMAX CONTROL PROBLEMS NONSMOOTH OPTIMIZATION NUMERICAL SOLUTIONS OPTIMALITY CONDITIONS https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
| Sumario: | 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. |
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