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On a singular differential system arising from a min-max control problem

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Abstract

The feedback law for a control problem with a nondifferentiable cost functional is characterized by an initial-value problem for a differential system with singular right-hand side. This system is characteristic for a partial differential equation formally satisfied by the feedback law. A regularization of the differential system and the partial differential equation is given, and the feedback laws for the smoothed problems are shown to converge to the original feedback law.

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References

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Authors and Affiliations

  1. Institute of Mathematical Analysis, University of Turin, Turin, Italy

    A. Negro (Assistant Professor)

Authors
  1. A. Negro
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Additional information

Communicated by R. Conti

This work was supported by the “Gruppo Nazionale per l'Analisi Funzionale e le sue Applicazioni” of the “Consiglio Nazionale delle Ricerche.”

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Negro, A. On a singular differential system arising from a min-max control problem. J Optim Theory Appl 18, 351–369 (1976). https://doi.org/10.1007/BF00933817

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  • DOI: https://doi.org/10.1007/BF00933817

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