A Bellman's equation for minimizing the maximum cost
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Publication:5931828
zbMath0972.49021MaRDI QIDQ5931828
Roberto L. V. González, Laura S. Aragone
Publication date: 6 May 2001
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationviscosity solutionquasi-variational inequalitiesminimax optimal controlnumerical solutionoptimal cost
Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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Solving minimax control problems via nonsmooth optimization ⋮ Penalization techniques in \(L^{\infty}\) optimization problems with unbounded horizon ⋮ Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost ⋮ Discrete time schemes for optimal control problems with monotone controls ⋮ Equivalent formulations of optimal control problems with maximum cost and applications
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