International Journal of Control ( IF 1.6 ) Pub Date : 2020-05-07 , DOI: 10.1080/00207179.2020.1759827 Preeti 1 , Anurag Jayswal 1 , Manuel Arana-Jiménez 2
This paper deals with some new outcomes on the multi-dimensional control optimisation problem with data uncertainty (UMCOP). By employing the exact penalty function method, we formulate an equivalent unconstrained control optimisation problem and obtain the robust saddle-point criteria for (UMCOP). After that, we show the equivalences between the robust saddle-point of the considered control problem (UMCOP) and a robust minimiser of its associated penalised unconstrained control optimisation problem (UMCOP). We also provide some numerical illustrations to verify the developed results in this paper.
中文翻译:
具有数据不确定性的多维控制优化问题的鲁棒鞍点准则
本文讨论了具有数据不确定性的多维控制优化问题 (UMCOP) 的一些新成果。通过采用准确的惩罚函数方法,我们制定了一个等效的无约束控制优化问题,并获得(UMCOP)的鲁棒鞍点准则。之后,我们展示了所考虑的控制问题(UMCOP)的鲁棒鞍点与其相关的惩罚无约束控制优化问题(UMCOP)的鲁棒最小化器之间的等价性. 我们还提供了一些数值插图来验证本文中的开发结果。