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Relaxation of Minimax Optimal Control Problems with Infinite Horizon

S. C. Di Marco and R. L. V. González
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S. C. Di Marco: Universidad Nacional de Rosario
R. L. V. González: Universidad Nacional de Rosario

Journal of Optimization Theory and Applications, 1999, vol. 101, issue 2, No 3, 285-306

Abstract: Abstract A minimax optimal control problem with infinite horizon is studied. We analyze a relaxation of the controls, which allows us to consider a generalization of the original problem that not only has existence of an optimal control but also enables us to approximate the infinite-horizon problem with a sequence of finite-horizon problems. We give a set of conditions that are sufficient to solve directly, without relaxation, the infinite-horizon problem as the limit of finite-horizon problems.

Keywords: Minimax optimal control problems; infinite-horizon problems; relaxation; weak compactness (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1021785409703

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