A Bellman's equation for minimizing the maximum cost

被引：0

作者：

Gonzalez, RLV ^{[1
]}

Aragone, LS ^{[1
]}

机构：

[1] Univ Nacl Rosario, FCEIA, Dept Math, RA-2000 Rosario, Argentina

来源：

INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS | 2000年 / 31卷 / 12期

关键词：

minimax optimization problems; minimax optimal control; quasi-variational inequalities; Bellman equation; viscosity solution; numerical solution;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we consider the problem that consists in finding the minimum of the maximum of a scalar functional on a trajectory. We present a Hamilton-Jacobi-Bellman (HJB) equation associated to the optimal cost. The corresponding solution is defined in the viscosity sense and we prove that the optimal cost is the unique solution.

引用

页码：1621 / 1632

页数：12

共 22 条

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