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# A Minimax Optimal Control Problem with Infinite Horizon

1 PROMATH - Mathematical Programming
Inria Paris-Rocquencourt
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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Reports
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https://hal.inria.fr/inria-00073754
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Submitted on : Wednesday, May 24, 2006 - 1:41:20 PM
Last modification on : Thursday, February 3, 2022 - 11:18:45 AM
Long-term archiving on: : Sunday, April 4, 2010 - 9:26:07 PM

### Identifiers

• HAL Id : inria-00073754, version 1

### Citation

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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