Robust maximum principle for multi-model LQ-problem
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Publication:4800364
DOI10.1080/00207170210156260zbMath1018.49023MaRDI QIDQ4800364
Tyrone E. Duncan, Bozenna Pasik-Duncan, Alexander S. Poznyak, 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
robust maximum principle; minimax Bolza problem; minimax linear-quadratic control; minimax Mayer problem
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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