Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (Q2152593): Difference between revisions

Latest revision as of 14:39, 29 July 2024

scientific article

Language	Label	Description	Also known as
English	Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions	scientific article

Statements

instance of

scholarly article

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title

Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (English)

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author

Hidehiro Kaise

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published in

Applied Mathematics and Optimization

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publication date

8 July 2022

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zbMATH Keywords

path-dependent systems

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differential games

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dynamic programming

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viscosity solutions

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00245-022-09829-4

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cites work

Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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Q3355178

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Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control

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Representation and control of infinite dimensional systems

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Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications

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On viscosity solutions of path dependent PDEs

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Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.

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Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II

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Q3396313

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Stochastic Optimal Control in Infinite Dimension

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The convergence problem for differential games

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Controlled Markov processes and viscosity solutions

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Q5638152

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Approximation of minimax solutions of Hamilton-Jacobi functional equations for time-delay systems

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Q5331036

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Idempotent Expansions for Continuous-Time Stochastic Control

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Q4704238

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Q5754058

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Q4469624

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On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems

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Viscosity solution of nonanticipating Hamilton-Jacobi equations

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Max-plus methods for nonlinear control and estimation.

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Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation

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On the convergence of monotone schemes for path-dependent PDEs

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Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs

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Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games

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Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations

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Identifiers

DOI

10.1007/s00245-022-09829-4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2152593

@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control
+Normal rank
@@ Property / cites work @@
+Representation and control of infinite dimensional systems
+Normal rank
@@ Property / cites work @@
+Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
+Normal rank
@@ Property / cites work @@
+On viscosity solutions of path dependent PDEs
@@ Property / cites work: On viscosity solutions of path dependent PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II
+Normal rank
@@ Property / cites work @@
+Q3396313
@@ Property / cites work: Q3396313 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control in Infinite Dimension
@@ Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+The convergence problem for differential games
@@ Property / cites work: The convergence problem for differential games / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q5638152
@@ Property / cites work: Q5638152 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of minimax solutions of Hamilton-Jacobi functional equations for time-delay systems
+Normal rank
@@ Property / cites work @@
+Q5331036
@@ Property / cites work: Q5331036 / rank @@
+Normal rank
@@ Property / cites work @@
+Idempotent Expansions for Continuous-Time Stochastic Control
+Normal rank
@@ Property / cites work @@
+Q4704238
@@ Property / cites work: Q4704238 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5754058
@@ Property / cites work: Q5754058 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4469624
@@ Property / cites work: Q4469624 / rank @@
+Normal rank
@@ Property / cites work @@
+On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems
+Normal rank
@@ Property / cites work @@
+Viscosity solution of nonanticipating Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Max-plus methods for nonlinear control and estimation.
+Normal rank
@@ Property / cites work @@
+Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation
+Normal rank
@@ Property / cites work @@
+On the convergence of monotone schemes for path-dependent PDEs
+Normal rank
@@ Property / cites work @@
+Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs
+Normal rank
@@ Property / cites work @@
+Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
+Normal rank
@@ Property / cites work @@
+Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
+Normal rank