Error analysis with the maximum principle

Worst case error analysis using Pontryagin's Maximum Principle is considered for a dynamical system described by a set of differential equations with a separable forcing function. The forcing function is assumed unknown except for bounds on its magnitude. The problem is to determine the maximum value of a given performance criterion. For a wide class of systems the worst forcing term is shown to be "bang-bang." An iterative machine computational algorithm based on the Maximum Principle equations is suggested and analyzed.