• DocumentCode
    1657531
  • Title

    Relaxation in L∞ control

  • Author

    Barron, E.N. ; Jensen, R.

  • Author_Institution
    Dept. of Math. Sci., Chicago Univ., IL, USA
  • Volume
    1
  • fYear
    1994
  • Firstpage
    50
  • Abstract
    The relaxation of the optimal control problem with cost functional which is the supremum in time of some function h(t, x, z) is determined. If the original value function is V(t,x)=infζεz ||h(s,ξ(s),ζ(s))||L∞[t,T], then, the relaxed value function is Vˆ(t,x)=inf||||h(s,ξˆ(s),z)||L∞(z;μ(s)) ||L∞[t,T], μεzˆ[t,T] where, for each fixed s ε [t,T], the inner norm is the essential sup of h over zεZ with respect to the probability measure μ(s)
  • Keywords
    optimal control; probability; L∞ control; cost functional; inner norm; optimal control; probability measure; relaxation; Control systems; Convergence; Electronic switching systems; Equations; Jacobian matrices; Level set; Minimax techniques; Optimal control; Viscosity;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
  • Conference_Location
    Lake Buena Vista, FL
  • Print_ISBN
    0-7803-1968-0
  • Type

    conf

  • DOI
    10.1109/CDC.1994.411046
  • Filename
    411046
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1657531