%ADower, Peter%AMcEneaney, William%AZheng, Y%D2023%IIEEE
%KNonlinear, control theory, numerical methods, game theory
%MOSTI ID: 10500956
%PMedium: X
%TMin-max and stat game representations for nonlinear optimal control problems
%XA finite horizon nonlinear optimal control problem is considered for which the associated Hamiltonian satisfies a uniform semiconcavity property with respect to its state and costate variables. It is shown that the value function for this optimal control problem is equivalent to the value of a min-max game, provided the time horizon considered is sufficiently short.
This further reduces to maximization of a linear functional over a convex set. It is further proposed that the min-max game can be relaxed to a type of stat (stationary) game, in which no time horizon constraint is involved.