Numerical Methods for Minimax Dynamic Optimal Control Problem with Discrete Time

  • R. Pytlak
  • K. Malinowski
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 83)


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.


Optimal Control Problem Linear Programming Problem Linearization Algorithm Feasible Direction Exact Penalty Function 
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Copyright information

© Springer Science+Business Media Dordrecht 1986

Authors and Affiliations

  • R. Pytlak
    • 1
  • K. Malinowski
    • 2
  1. 1.Systems Research InstitutePolish Academy of SciencesWarsawPoland
  2. 2.Institute of Automatic ControlTechnical University of WarsawWarsawPoland

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