Relaxation of minimax optimal control problems with Infinite horizon

被引：6
|
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
收藏
页码：285 / 306
页数：22
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