This paper considers the optimization of systems with uncertain parameters by using Min-Max programming. By adjusting the uncertain parameters which worsen a performance index and by selecting the design parameters which improve the same index, the problem can be formulated as a Min-Max problem. The system designed by the present formulation has robustness against fluctuations of the uncertain parameters. The sequential linear approximation method is applied to obtain nonlinear Min-Max problems. As numerical examples, we investigate a flight control system design for controlling an aircraft in the landing condition through a microburst which has certain velocity profiles and uncertainty in its size. The robustness of the control system against the uncertain microburst is demonstrated.
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