A numerical method for a minimax optimal control problem

JUSTINA GIANATTI; LAURA S. ARAGONE; PABLO A. LOTITO

Tandil

Congreso; V Congreso de Matematica Aplicada, Computacional e Industrial; 2015

We consider a minimax optimal control problem where the objective function is evaluated over a trajectorygiven by an ordinary differential equation parameterized by the control. We define an associated discrete time optimalcontrol problem and we derive a set of optimality conditions for both problems. One of them allows the design ofa convergent algorithm. In addition, we prove that the value of the discrete problem converges to the value of thecontinuous problem as the norm of the time partition tends to zero