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Keywords:

  • min–max control problems;
  • occupational measures;
  • dynamic programming principle;
  • linearization techniques

SUMMARY

We propose a linearized formulation for min–max control problems with separated dynamics. First, we investigate the existence of the value function and saddle points for semicontinuous costs. Second, we obtain dual formulations and dynamic programming principles. Copyright © 2013 John Wiley & Sons, Ltd.