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Properties of ε-value functions for a two person differential game |
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| Abstract: | We consider the problem of approximate minimax for the Bolza problem of optimal control. Starting from the method of dynamic programming (Bellman) we define the ?-value function to be the approximation for the value function being a solution to the Hamilton–Jacobi equation. |
| Keywords: | non-linear optimization minimax problem of Bolza optimal control Hamilton-Jacobi equation value function approximation |
