Remark on multi-target, robust linear-quadratic control problem on semi-infinite interval (Q2356800)

The paper combines theory of robust optimal control based on the robust maximum principle [\textit{V. G. Boltyanski} and \textit{A. S. Poznyak}, The robust maximum principle. Theory and applications. New York, NY: Springer (2012; Zbl 1239.49002)] with the multi-target linear quadratic control problem considered by the authors in their previous paper [Math. Probl. Eng. 2012, Article ID 535610, 10 p. (2012; Zbl 1264.90138)]. The authors consider tracking linear-quadratic control problems on a semi-infinite interval with the objective function being a maximum of a finite number of quadratic functionals. The dynamical system is described by a finite family of linear state equations. In other words, the aim of the paper is to solve a multitarget multimodel linear quadratic problem with semi-infinite control horizon. The line of reasoning is based on a functional analytic approach [loc. cit.] and the minimax formulation ensures robustness for the case when multiple modeling is used to describe parameters uncertainty. The problem is reduced to a convex optimization problem on the simplex that leads to an explicit procedure for evaluation of the objective function.