Minimax optimal control problem with state constraints

摘要

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. (C) 2016 European Control Association. Published by Elsevier Ltd. All rights reserved.