Geodesic
Algorithm for solving a linear optimal control problem with minimax performance index
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1756-1765

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The optimal control problem for a linear system with direct constraints imposed on the control and terminal constraints imposed on the trajectory is investigated. The quality of the control is evaluated by a terminal minimax criterion. A two-stage algorithm for solving the problem is described, and a numerical example is given. The applicability of the algorithm's second stage to the correction of the solution under variations in the parameters of the original problem is discussed. 
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     author = {M. Aidene and I. L. Vorob'\"ev and B. Oukacha},
     title = {Algorithm for solving a linear optimal control problem with minimax performance index},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
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     publisher = {mathdoc},
     volume = {45},
     number = {10},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_10_a1/}
}
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M. Aidene; I. L. Vorob'ëv; B. Oukacha. Algorithm for solving a linear optimal control problem with minimax performance index. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1756-1765. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_10_a1/