Properties of ε-value functions for a two person differential game

被引：1

作者：

Sobieski, Scibor ^{[1
]}

机构：

[1] Univ Lodz, Fac Math & Comp Sci, PL-90131 Lodz, Poland

来源：

OPTIMIZATION | 2010年 / 59卷 / 05期

关键词：

non-linear optimization; minimax problem of Bolza; optimal control; Hamilton-Jacobi equation; value function; approximation;

D O I：

10.1080/02331930802434708

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：

We consider the problem of approximate minimax for the Bolza problem of optimal control. Starting from the method of dynamic programming (Bellman) we define the epsilon-value function to be the approximation for the value function being a solution to the Hamilton-Jacobi equation.

引用

页码：677 / 687

页数：11