Robust duality for the uncertain multitime control optimization problems

Abstract

AbstractThis article gives some new duality results for the multitime control optimization problem with data uncertainty (MCOPU). We formulate Wolfe and Mond‐Weir type robust dual problems for (MCOPU) and prove the weak robust duality theorem which states that the duality gap is positive and the strong robust duality theorem which shows the zero duality gap under convexity assumptions. Further, we also prove the converse robust duality result. Moreover, we give some nontrivial examples to verify the established results in this article.