Abstract
Abstract In this paper two algorithms based on the maximum principle for the minimax optimal control problems are considered. The first one utilizes the concept of the quasimaximum principle and is intended for the problem which is obtained by the discretization of the continuous time problem. The second one is provided for an arbitrarily discrete time system. We give the theorems concerning the convergence of these algorithms. These algorithms seem to be the first globally convergent. The numerical examples are also enclosed.
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