Relaxation of Minimax Optimal Control Problems with Infinite Horizon |
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| Authors: | Di Marco S C González R L V |
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| Institution: | (1) Departamento de Matemática, Facultad de Ciencias Exactas, Ingeniería y Agrimensura, Universidad Nacional de Rosario, Rosario, Argentina;(2) Departamento de Matemática, Facultad de Ciencias Exactas, Ingeniería y Agrimensura, Universidad Nacional de Rosario, Rosario, Argentina |
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| Abstract: | 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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| Keywords: | Minimax optimal control problems infinite-horizon problems relaxation weak compactness |
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