Relaxation of minimax optimal control problems with infinite horizon

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 s...

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Bibliographic Details
Published inJournal of optimization theory and applications Vol. 101; no. 2; pp. 285 - 306
Main Authors DI MARCO, S. C, GONZALEZ, R. L. V
Format Journal Article
LanguageEnglish
Published New York, NY Springer 01.05.1999
Springer Nature B.V
Subjects
Applied sciences
Exact sciences and technology
Operational research and scientific management
Operational research. Management science
Optimization. Search problems
Relaxation
Approximation
Infinite horizon
Optimal control
Optimization
Minimax method
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Summary: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.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0022-3239
1573-2878
DOI:10.1023/A:1021785409703