Abstract
This note analyzes a minimax optimal control problem involving a periodic discrete-time system. The functional to be minimized is the maximum value of the sum over a period of the costs incurred by the system. A dynamic programming algorithm is proposed for the solution.
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Communicated by L. D. Berkovitz
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Piccardi, C. Infinite-horizon periodic minimax control problem. J Optim Theory Appl 79, 397–404 (1993). https://doi.org/10.1007/BF00940588
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DOI: https://doi.org/10.1007/BF00940588