International Journal of Control, Vol.72, No.4, 305-314, 1999
Robust maximum principle in minimax control
This paper presents a new version of the maximum principle dealing with construction of optimal control strategies for the class of uncertain systems given by an ordinary differential equation with unknown parameters from a given finite set. The problem under consideration belongs to the class of optimization problems of the minimax type. The proof is based on the tent method. Illustrative examples conclude this study.