Improving the robustness of optimal controls with respect to inequality constraints

We propose a new approach to overcome the lack of robustness which optimal open loop controls display with respect to the satisfaction of a range of i nequality constraints. In addition to the original optimal control problem, an auxiliary problem is defined and solved such that its solution displays the desired robustness properties. In constructing this auxiliary problem, it is useful to consider the sensitivities of inequality constraint functi onals. with respect to expected uncertainties in the problem. The effective ness of the proposed scheme is illustrated with a numerical example.