Robust maximum principle for multi-model LQ-problem

DOI10.1080/00207170210156260zbMath1018.49023MaRDI QIDQ4800364

Tyrone E. Duncan, Alexander S. Poznyak, Bozenna Pasik-Duncan, Vladimir G. Boltyanski

Publication date: 9 September 2003

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170210156260

zbMATH Keywords

robust maximum principle; minimax Bolza problem; minimax linear-quadratic control; minimax Mayer problem

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

49N10: Linear-quadratic optimal control problems

49K15: Optimality conditions for problems involving ordinary differential equations

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