An approximation scheme for uncertain minimax optimal control problems

DOI10.1007/s11228-017-0450-7zbMath1406.49023OpenAlexW2760816661MaRDI QIDQ1711089

Pablo A. Lotito, Laura S. Aragone, Lisandro A. Parente, Justina Gianatti

Publication date: 16 January 2019

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-017-0450-7

zbMATH Keywords

epi-convergencenumerical solutionssample average approximationminimax control problemsuncertain control problems

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Sampled-data control/observation systems (93C57) Optimality conditions for minimax problems (49K35) Discrete approximations in optimal control (49M25)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Abort landing in the presence of windshear as a minimax optimal control problem. I: Necessary conditions
• Implementable algorithm for stochastic optimization using sample average approximations
• Numerical solution of minimax optimal control problems by multiple shooting technique
• Abort landing in the presence of windshear as a minimax optimal control problem. II: Multiple shooting and homotopy
• Solving minimax control problems via nonsmooth optimization
• Dynamic programming and error estimates for stochastic control problems with maximum cost
• Minimax optimal control of linear system with input-dependent uncertainty
• Convergence of convex sets and of solutions of variational inequalities
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• The Bellman equation for minimizing the maximum cost
• A Convergence Theory for Saddle Functions
• Epi‐consistency of convex stochastic programs
• Optimal Control of Uncertain Systems Using Sample Average Approximations
• Minimax optimal control problems. Numerical analysis of the finite horizon case
• Absolute Stabilization and Minimax Optimal Control of Uncertain Systems with Stochastic Uncertainty
• Minimax optimal control of stochastic uncertain systems with relative entropy constraints
• The Bellman equation for control of the running max of a diffusion and applications to look-back options
• NUMERICAL ANALYSIS OF A MINIMAX OPTIMAL CONTROL PROBLEM WITH AN ADDITIVE FINAL COST
• Convergence of Sequences of Convex Sets, Cones and Functions. II
• Minimax Optimal Control
• Convergence of sequences of convex sets, cones and functions

This page was built for publication: An approximation scheme for uncertain minimax optimal control problems