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Reports (Research Report) Year : 1996

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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Dates and versions

inria-00073754 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00073754 , version 1

Cite

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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