Relaxation of Minimax Optimal Control Problems with Infinite Horizon

被引：0
|
作者：
S. C. Di Marco
R. L. V. González
机构：
[1] Universidad Nacional de Rosario,Departamento de Matemática, Facultad de Ciencias Exactas, Ingeniería y Agrimensura
[2] Universidad Nacional de Rosario,Departamento de Matemática, Facultad de Ciencias Exactas, Ingeniería y Agrimensura
来源：
Journal of Optimization Theory and Applications | 1999年 / 101卷
关键词：
Minimax optimal control problems; infinite-horizon problems; relaxation; weak compactness;
D O I：
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学科分类号：
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.
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页码：285 / 306
页数：21
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