Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
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Cites work
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- Characterizations for optimality conditions of general robust optimization problems
- Characterizations of approximate duality and saddle point theorems for nonsmooth robust vector optimization
- Conjugate duality in convex optimization
- Control design for autonomous vehicles: a dynamic optimization perspective
- Duality theorem and vector saddle point theorem for robust multiobjective optimization problems
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- KT-pseudoinvex multidimensional control problem
- Non-Linear Programming Via Penalty Functions
- On approximate solutions and saddle point theorems for robust convex optimization
- Optimal control applications in electric power systems
- Optimality and duality for invex multi-time control problems with mixed constraints
- Robust least square semidefinite programming with applications
- Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints
Cited in
(10)- Multi-dimensional control problems. Robust approach
- Robust penalty function method for an uncertain multi-time control optimization problems
- Robust approach for uncertain multi-dimensional fractional control optimization problems
- An exact \(l_1\) penalty function method for a multitime control optimization problem with data uncertainty
- Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints
- Robust duality for the uncertain multitime control optimization problems
- Multiobjective Symmetric Duality in Higher-Order Fractional Variational Programming
- Robust saddle‐point criterion in second‐order partial differential equation and partial differential inequation constrained control problems
- G-penalty approach for multi-dimensional control optimisation problem with nonlinear dynamical system
- Various duality models associated with some constrained robust nonlinear optimal control problems
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