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.
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Submitted on : Saturday, November 2, 2013 - 1:43:22 PM
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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⟩
