| Article ID: | iaor20001089 |
| Country: | United States |
| Volume: | 79 |
| Issue: | 2 |
| Start Page Number: | 397 |
| End Page Number: | 404 |
| Publication Date: | Feb 1993 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Piccardi C. |
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.