Solving a Minimax Control Problem via an Associated Discrete Problem

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

Florianópolis

Congreso; X Brazilian Workshop on Continuous Optimization; 2014

IMPA

We consider a minimax optimal control problem where the objective function is evaluated over a trajectory given by an ordinary differential equation parameterized by the control. We define an associated discrete time optimal control problem and we derive a set of optimality conditions for both problems. One of them allows the design of a convergent algorithm which performs very well in the examples given.