Deterministic minimax impulse control in finite horizon: the viscosity solution approach

DOI10.1051/cocv/2011200zbMath1259.49011arXiv1003.3409OpenAlexW2157877793MaRDI QIDQ4911008

Brahim El Asri

Publication date: 13 March 2013

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.3409

zbMATH Keywords

differential gamesviscosity solutionrobust controlimpulse controlquasi-variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Existence of solutions for minimax problems (49J35) Control problems involving ordinary differential equations (34H05) Control problems for functional-differential equations (34K35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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