Abstract
This paper presents a robust version of the discrete-time minimum principle for uncertain systems. The uncertainty enters the dynamics of the system by an unknown value that belongs to a finite set. Each element of such a set represents a possible dynamic realization of the discrete-time trajectory. Following a mathematical programming approach, we reformulate the problem to obtain general necessary conditions that allow finding the worst-case optimality in the form of a weighted sum. These conditions are then applied to the time-varying linear affine quadratic problem with multiple modes and a general cost, which includes tracking signals in both: the state and the control variables. We illustrate our result with an application to a production-inventory control problem with uncertain dynamics.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
