Abstract
Sufficient conditions for a function to be an optimal minimax control are given for the general problem. Then attention is turned to the control problem with a minimax quadratic value function [formula] and linear state equation dξ/ dτ = A(τ) ξ(τ) + B(τ) ζ(τ), ξ( t) = x ∈ R n . The Bellman equation for the function V is derived and a lower bound for the value function is given. Finally, the scalar case is completely solved with some numerical results given.
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