Universal near-optimal feedbacks 1,2

Abstract

For a general fixed-duration optimal control problem, the proximal aiming technique of nonsmooth analysis is employed in order to construct a discontinuous feedback law, whose Euler solutions are all optimal to within a prescribed tolerance, universally for all initial data in a prescribed bounded set. The technique is adapted in order to construct universal near-saddle points for two-player fixed-duration differential games of the Krasovskii-Subbotin type.