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Numerical Methods for Minimax Dynamic Optimal Control Problem with Discrete Time

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Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 83))

Abstract

In this paper the algorithms for minimax optimal control problems are presented. Two linearization algorithms are first considered and then the new algorithms based upon a concept of conjugate directions are given together with convergence conditions. Using realistic example of a large dimension it is demonstrated that the linearization algorithms can be effectively applied to solve minimax dynamic optimal control problems. It is shown with another example that when the linearization algorithm fails then the proposed algorithms of the conjugate directions type can be able to find a solution.

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Author information

Authors and Affiliations

  1. Systems Research Institute, Polish Academy of Sciences, Newelska 6, Warsaw, Poland

    R. Pytlak

  2. Institute of Automatic Control, Technical University of Warsaw, Nowowiejska 15/19, Warsaw, Poland

    K. Malinowski

Authors
  1. R. Pytlak
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  2. K. Malinowski
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Editor information

Editors and Affiliations

  1. Institut National de Recherche en Informatique et en Automatique, INRIA, Domaine de Voluceau, Rocquencourt, B.P. 105, 78153, Le Chesnay, France

    A. Bensoussan  & J. L. Lions  & 

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© 1986 Springer Science+Business Media Dordrecht

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Pytlak, R., Malinowski, K. (1986). Numerical Methods for Minimax Dynamic Optimal Control Problem with Discrete Time. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 83. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007549

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  • DOI: https://doi.org/10.1007/BFb0007549

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16729-7

  • Online ISBN: 978-3-540-39856-1

  • eBook Packages: Springer Book Archive

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