A verification theorem and application to the linear quadratic regulator for minimax control problems

DOI10.1006/JMAA.1994.1101zbMath0812.49020OpenAlexW2078506512MaRDI QIDQ1323897

Emmanuel Nicholas Barron

Publication date: 7 May 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1994.1101

zbMATH Keywords

Bellman equationlinear quadratic regulatornumerical solutionsufficient conditionsterminal costminimax LQ problemoptimal minimax control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimality conditions for minimax problems (49K35)

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Semicontinuous solutions for Hamilton-Jacobi equations and the \(L^ \infty\)-control problem

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