Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
Preeti Preeti, Anurag Jayswal, Manuel Arana‐Jiménez · International Journal of Control · 2020
This paper deals with some new outcomes on the multi-dimensional control optimisation problem with data uncertainty (UMCOP). By employing the exact l1 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)ρ. We also provide some numerical illustrations to verify the developed results in this paper.