Abstract : We propose a linearized formulation for min-max control problems with separated dynamics. First, we investigate the existence of the value function and saddle points for semicontinuous costs. Second, we obtain dual formulations and dynamic programming principles.
https://hal-upec-upem.archives-ouvertes.fr/hal-00879272 Contributor : Admin LamaConnect in order to contact the contributor Submitted on : Saturday, November 2, 2013 - 1:43:22 PM Last modification on : Friday, August 5, 2022 - 2:41:30 PM
Dan Goreac, Oana Silvia Serea. Min-max control problems via occupational measures. Optimal Control Applications and Methods, Wiley, 2014, Volume 35 (Issue 3), p. 340-360, May/June 2014. ⟨10.1002/oca.2071⟩. ⟨hal-00879272⟩