MAXIMUM PRINCIPLE AND 2ND-ORDER CONDITIONS FOR MINIMAX PROBLEMS OF OPTIMAL-CONTROL

被引：4

作者：

ARUTYUNOV, AV

SILIN, DB

ZERKALOV, LG

机构：

[1] MOSCOW MV LOMONOSOV STATE UNIV,FAC COMPUTAT MATH & CYBERNET,MOSCOW,RUSSIA

[2] PEOPLES FRIENDSHIP UNIV,DEPT MATH ANAL,MOSCOW,RUSSIA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 75卷 / 03期

关键词：

MAXIMUM PRINCIPLE; OPTIMAL CONTROL; CONTROLLABILITY CONDITIONS;

D O I：

10.1007/BF00940490

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we study the optimal control problem of minimizing the functional J(x, u) = max(t1 less-than-or-equal-to t less-than-or-equal-to t2) phi(x(t), t). We formulate and prove necessary optimality conditions for this problem. We establish the equivalence between the initial minimax problem and a problem involving a terminal functional and phase constraints.

引用

页码：521 / 533

页数：13

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