ISSN:
1573-2878
Keywords:
Minimax optimal control problems
;
infinite-horizon problems
;
relaxation
;
weak compactness
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1021785409703
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