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- W2024403787 abstract "We study a minimax optimal control problem with finite horizon and additive final cost. After introducing an auxiliary problem, we analyze the dynamical programming principle (DPP) and we present a Hamilton-Jacobi-Bellman (HJB) system. We prove the existence and uniqueness of a viscosity solution for this system. This solution is the cost function of the auxiliary problem and it is possible to get the solution of the original problem in terms of this solution." @default.
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- W2024403787 date "2003-01-01" @default.
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- W2024403787 title "On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost" @default.
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- W2024403787 doi "https://doi.org/10.1155/s0161171203302108" @default.
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