Generalization of Euler-Lagrange Equations to Find Min-max Optimal Solution of Uncertain Systems
Optimization and Control
2013-05-28 v1 Functional Analysis
Abstract
In this paper, calculus of variation methods are generalized to find min-max optimal solution of uncertain dynamical systems with uncertain or certain cost. First, a new form of Euler-Lagrange conditions for uncertain systems is presented. Then several cases are indicated where final condition can be specified or free. Also necessary conditions are introduced to existence of min-max optimal solution of the uncertain systems. Finally, efficiency of the proposed method is verified through some examples.
Keywords
Cite
@article{arxiv.1305.6002,
title = {Generalization of Euler-Lagrange Equations to Find Min-max Optimal Solution of Uncertain Systems},
author = {Farid Sheikholeslam and R. Doosthoseyni},
journal= {arXiv preprint arXiv:1305.6002},
year = {2013}
}