A minimax optimal control problem |
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| Authors: | K Holmåker |
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| Institution: | (1) Department of Mathematics, Chalmers University of Technology and University of Göteborg, Göteborg, Sweden |
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| Abstract: | A control system x=f(t,x,u) is considered, and a cost functional ess supT
0 tT
1
G(t, x(t),u(t)) is to be minimized. Necessary conditions for optimality (maximum principle and transversality conditions) are derived. It is also shown that an optimal control is optimal for the corresponding problem on a subinterval of T
0,T
1], if a certain controllability condition is satisfied. |
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| Keywords: | Optimal control minimax problems necessary conditions maximum principle |
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