| Article ID: | iaor201522413 |
| Volume: | 35 |
| Issue: | 3 |
| Start Page Number: | 340 |
| End Page Number: | 360 |
| Publication Date: | May 2014 |
| Journal: | Optimal Control Applications and Methods |
| Authors: | Goreac Dan, Serea Oana-Silvia |
| Keywords: | optimization, programming: dynamic |
We propose a linearized formulation for min–max control problems with separated dynamics. First, we investigate the existence of the value function and saddle points for semicontinuous costs. Second, we obtain dual formulations and dynamic programming principles.