Robust maximum hands-off optimal control: existence, maximum principle, and $L^{0}$-$L^1$ equivalence
Abstract
This work advances the maximum hands-off sparse control framework by developing a robust counterpart for constrained linear systems with parametric uncertainties. The resulting optimal control problem minimizes an objective subject to an uncountable, compact family of constraints, and is therefore a nonconvex, nonsmooth robust optimization problem. To address this, we replace the objective with its convex surrogate and, using a nonsmooth variant of the robust Pontryagin maximum principle, show that the and formulations have identical sets of optimal solutions -- we call this the robust hands-off principle. Building on this equivalence, we propose an algorithmic framework -- drawing on numerically viable techniques from the semi-infinite robust optimization literature -- to solve the resulting problems. An illustrative example is provided to demonstrate the effectiveness of the approach.