Relaxation of minimax optimal control problems with Infinite horizon

被引：7

作者：

Di Marco, SC ^{[1
]}

González, RLV ^{[1
]}

机构：

[1] Univ Nacl Rosario, Fac Ciencias Exactas Ingn & Agrimensura, Dept Matemat, RA-2000 Rosario, Santa Fe, Argentina

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1999年 / 101卷 / 02期

关键词：

minimax optimal control problems; infinite-horizon problems; relaxation; weak compactness;

D O I：

10.1023/A:1021785409703

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：285 / 306

页数：22

共 17 条

[1]

[Anonymous], 2945 INRIA

[2] OPTIMAL-CONTROL ON THE L(INFINITY) NORM OF A DIFFUSION PROCESS [J].