Title :
Robust time optimization for linear systems: finite uncertainty set case
Author :
Boltianski, V. ; Poznyak, A.
Author_Institution :
CIMAT, Guanajuato, Mexico
Abstract :
A linear optimization problem with unknown parameters from a given finite set is tackled. A compact, convex terminal body M is assumed to be given. The problem is to find the robust time-optimal control transferring a given initial point to M for all unknown parameters in a shortest time. The maximum principle for this minimax problem is formulated. It gives a necessary and sufficient condition of robust optimality. Under natural conditions, the existence and uniqueness of robust optimal controls are proven when the resource set is a convex polytope. Several illustrating examples, including a bang-bang robust optimal control, are considered in detail
Keywords :
bang-bang control; linear systems; maximum principle; minimax techniques; robust control; set theory; time optimal control; uncertain systems; Maximum Principle; bang-bang robust optimal control; compact convex terminal body; convex polytope; finite set; finite uncertainty set case; initial point; linear optimization problem; linear systems; minimax problem; natural conditions; resource set; robust optimal controls; robust optimality; robust time optimization; robust time-optimal control; sufficient condition; unknown parameters; Automatic control; Computer aided software engineering; Game theory; Lagrangian functions; Linear systems; Minimax techniques; Optimal control; Robust control; Robustness; Uncertainty;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.981037
