NUMERICAL TREATMENT OF MINIMAX CONTROL PROBLEMS BY MULTIPLE SHOOTING

Abstract

This paper presents the application of multiple shooting technique to minimax optimal control problems. A standard transformation is used to convert the minimax problem into an equivalent optimal control problem with state variable inequality constraints. Using this technique the highly developed theory on the necessary conditions for state-restricted optimal control problems can be applied advantageously. It is shown that, in general, these necessary conditions lead to a boundary value problem with switching conditions, which can be treated numerically by a special version of a multiple shooting algorithm.