On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost

DOI10.1155/S0161171203302108zbMath1067.49022MaRDI QIDQ1774379

Roberto L. V. González, Silvia C. Di Marco

Publication date: 9 May 2005

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51474

zbMATH Keywords

dynamic programmingviscosity solutionvalue functionminimax optimal control problemHamilton-Jacobi-Bellman inequality

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimality conditions for minimax problems (49K35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (2)

\((L^\infty+\mathrm{Bolza})\) control problems as dynamic differential games ⋮ State constrained \(L^\infty\) optimal control problems interpreted as differential games

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