INFINITE-HORIZON MINIMAX CONTROL WITH POINTWISE COST FUNCTIONAL

This paper is devoted to the discussion of a minimax optimal control p roblem over an infinite-time horizon, where the functional to be minim ized is the highest instantaneous cost that may occur under the worst combination of disturbances. The problem is formulated for a general s tationary discrete-time dynamic system, and a dynamic programming algo rithm is proposed for its solution. The relationship existing between the cost functional associated to a control law and the reachability p roperties of the resulting controlled system is discussed.