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
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.
