Minimax Control of Constrained Parabolic Systems

Mordukhovich, B.S. & Zhang, K. (1995). Minimax Control of Constrained Parabolic Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-070

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Abstract

In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints. We prove an existence theorem for minimax solutions and develop effective penalized procedures to approximate state constraints. Based on a careful variational analysis, we establish convergence results and optimality conditions for approximating problems that allow us to characterize suboptimal solutions to the original minimax problem with hard constraints. Then passing to the limit in approximations, we prove necessary optimality conditions for the minimax problem considered under proper constraint qualification conditions.

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