A Minimax Optimal Control Problem with Infinite Horizon

Silvia C. Di Marco , Roberto L.V. González (1)

1 PROMATH - Mathematical Programming

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.

Mots clés: MINIMAX OPTIMAL CONTROL PROBLEM; INFINITE HORIZON; WORST CASE; SUBSOLUTIONS; SUPERSOLUTIONS; HAMILTON-JACOBI-BELLMAN EQUATION

Domaines: Autre [cs.OH]

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