Necessary optimality conditions for minimax optimal control problems with mixed constraints
ESAIM: Control, Optimisation and Calculus of Variations, Tome 27 (2021), article no. 72

A weak maximal principle for minimax optimal control problems with mixed state-control equality and inequality constraints is provided. In the formulation of the minimax control problem we allow for parameter uncertainties in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality constraints. Then a new constraint qualification of Mangassarian-Fromovitz type is introduced which allowed us to prove the necessary conditions of optimality. We also derived the optimality conditions under a full rank conditions type and showed that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. Illustrative examples are presented.

DOI : 10.1051/cocv/2021069
Classification : 49J35, 49J15, 49J21
Keywords: Minimax optimal control problems, mixed constrained, maximum principle, nonsmooth analysis
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     title = {Necessary optimality conditions for minimax optimal control problems with mixed constraints},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
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Patzi Aquino, Paola Geovanna; de Pinho, M. D. R.; Silva, Geraldo Nunes. Necessary optimality conditions for minimax optimal control problems with mixed constraints. ESAIM: Control, Optimisation and Calculus of Variations, Tome 27 (2021), article no. 72. doi: 10.1051/cocv/2021069

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