CIFASIS 20631
CENTRO INTERNACIONAL FRANCO ARGENTINO DE CIENCIAS DE LA INFORMACION Y DE SISTEMAS
Unidad Ejecutora - UE
artículos
Título:
Solving minimax control problems via nonsmooth optimization
Autor/es:
LAURA S. ARAGONE; PABLO A. LOTITO; JUSTINA GIANATTI; LISANDRO A. PARENTE
Revista:
OPERATIONS RESEARCH LETTERS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2016 vol. 44 p. 680 - 686
ISSN:
0167-6377
Resumen:
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.
