Abstract
In this paper we consider the numerical solution of a minimax optimal control problem, where the cost to be minimized is the maximum of a function which depends on the state and the control. We present an approximation method which employs both discretization on time and on spatial variables. In this way, we obtain a computational implementable fully discrete problem. We give an optimal estimate for the error between the approximated solution and the optimal cost of the original problem.
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© 1996 Springer Science+Business Media Dordrecht
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Di Marco, S., González, R.L.V. (1996). A numerical procedure for minimizing the maximum cost. In: Doležal, J., Fidler, J. (eds) System Modelling and Optimization. IFIP — The International Federation for Information Processing. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-34897-1_33
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DOI: https://doi.org/10.1007/978-0-387-34897-1_33
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4757-6671-4
Online ISBN: 978-0-387-34897-1
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