Abstract
The optimal control of dynamical systems with conventional Mayer, Lagrange, and Bolza type performance indexes has been studied in some detail [1], [2], [3]. In the present paper, the optimal control of dynamical systems with a certain minimax type performance index, which cannot be expressed in the Mayer, Lagrange, or Bolza format, is studied. The form of the optimal control is described and certain geometric properties of the solution are discussed. Several examples are worked in detail to illustrate application of the proposed method of solution.
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