论文信息 - A Minimax Optimal Control Problem with Infinite Horizon

A Minimax Optimal Control Problem with Infinite Horizon

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.

R. González | S. D. Marco

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