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Relaxation of Minimax Optimal Control Problems with Infinite Horizon

Author

Listed:
  • S. C. Di Marco

    (Universidad Nacional de Rosario)

  • R. L. V. González

    (Universidad Nacional de Rosario)

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.

Suggested Citation

  • S. C. Di Marco & R. L. V. González, 1999. "Relaxation of Minimax Optimal Control Problems with Infinite Horizon," Journal of Optimization Theory and Applications, Springer, vol. 101(2), pages 285-306, May.
    • Handle: RePEc:spr:joptap:v:101:y:1999:i:2:d:10.1023_a:1021785409703
    DOI: 10.1023/A:1021785409703
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    Cited by:

    1. Laura Aragone & Roberto González & Gabriela Reyero, 2008. "Penalization techniques in L ∞ optimization problems with unbounded horizon," Annals of Operations Research, Springer, vol. 164(1), pages 17-27, November.
    2. Emilio Molina & Alain Rapaport & Héctor Ramírez, 2022. "Equivalent Formulations of Optimal Control Problems with Maximum Cost and Applications," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 953-975, December.

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