A Minimax Optimal Control Problem with Infinite Horizon

Abstract : A minimax optimal control problem with infinite horizon is considered. Some properties of the optimal cost function $u$ are studied. Among them, the issue of regularity and the characterization of $u$ in terms of the associated Hamilton-Jacobi-Bellman (HJB) equation. Relations between subsolutions and supersolutions of the HJB equation are also analyzed.
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Rapport
[Research Report] RR-2945, INRIA. 1996
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https://hal.inria.fr/inria-00073754
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Soumis le : mercredi 24 mai 2006 - 13:41:20
Dernière modification le : vendredi 25 mai 2018 - 12:02:05
Document(s) archivé(s) le : dimanche 4 avril 2010 - 21:26:07

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Silvia C. Di Marco, Roberto L.V. González. A Minimax Optimal Control Problem with Infinite Horizon. [Research Report] RR-2945, INRIA. 1996. 〈inria-00073754〉

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