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  • 标题:On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost
  • 本地全文:下载
  • 作者:Silvia C. Di Marco ; Roberto L. V. González
  • 期刊名称:International Journal of Mathematics and Mathematical Sciences
  • 印刷版ISSN:0161-1712
  • 电子版ISSN:1687-0425
  • 出版年度:2003
  • 卷号:2003
  • 期号:72
  • 页码:4517-4538
  • DOI:10.1155/S0161171203302108
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    We study a minimax optimal control problem with finite horizon and additive final cost. After introducing an auxiliary problem, we analyze the dynamical programming principle (DPP) and we present a Hamilton-Jacobi-Bellman (HJB) system. We prove the existence and uniqueness of a viscosity solution for this system. This solution is the cost function of the auxiliary problem and it is possible to get the solution of the original problem in terms of this solution.

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