INVESTIGADORES
LOTITO Pablo Andres
artículos
Título:
Solving minimax control problems via nonsmooth optimization
Autor/es:
GIANATTI JUSTINA; ARAGONE LAURA; LOTITO, PABLO ANDRÉS; PARENTE LISANDRO A.
Revista:
OPERATIONS RESEARCH LETTERS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2016
ISSN:
0167-6377
Resumen:
We address a 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.
