Relationship between the maximum principle and dynamic programming for minimax problems

DOI10.1007/S00245-022-09943-3OpenAlexW4320491711MaRDI QIDQ2688960

Cristopher Hermosilla, Hasnaa Zidani

Publication date: 6 March 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-022-09943-3

zbMATH Keywords

maximum principlestate constraintsdynamic programmingsensitivity analysisminimax optimal control problems

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimality conditions for minimax problems (49K35)

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