NUMERICAL TREATMENT OF MINIMAX CONTROL PROBLEMS BY MULTIPLE SHOOTING
Copyright policy )NUMERICAL TREATMENT OF MINIMAX CONTROL PROBLEMS BY MULTIPLE SHOOTING
This paper presents the application of multiple shooting techniques to minimax optimal control problems. A standard transformation is used to convert the minimax problem into an equivalent optimal control problem with state variable inequality constraints. Using this technique the highly developed theory on the necessary conditions for state-restricted optimal control problems can be applied advatageously. It is shown that, in general, these necessary conditions lead to a boundary value problem with switching conditions, which can be treated numerically by a special version of a multiple shooting algorithm.
- Universität Hamburg Germany
Numerical solution of boundary value problems involving ordinary differential equations, Numerical optimization and variational techniques, Optimality conditions for minimax problems, state variable inequality constraints, boundary value problem, singular control, multiple shooting, Computational methods in systems theory, Control/observation systems governed by ordinary differential equations, Numerical methods based on necessary conditions, minimax optimal control
Numerical solution of boundary value problems involving ordinary differential equations, Numerical optimization and variational techniques, Optimality conditions for minimax problems, state variable inequality constraints, boundary value problem, singular control, multiple shooting, Computational methods in systems theory, Control/observation systems governed by ordinary differential equations, Numerical methods based on necessary conditions, minimax optimal control
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