On the Non-Smooth Optimal Control Problem for a Parametrized Dynamic System under Conditions of Uncertainty

Abstract

In the paper, we consider a class dynamic control system with a discrete parameter and under conditions of uncertainty in the initial data. The optimal control problem of the minimax type is formulated for a non-smooth terminal functional using the principle of the best-guaranteed result. This problem is studied by methods of multivalued and convex analysis. For this non-smooth control problem the necessary and sufficient conditions for optimality are obtained.