Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
From MaRDI portal
Publication:799508
DOI10.1016/0022-0396(84)90040-8zbMath0548.90104MaRDI QIDQ799508
R. Jensen, Lawrence C. Evans, Emmanuel Nicholas Barron
Publication date: 1984
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0396(84)90040-8
viscosity solution; minimax condition; nonlinear first-order partial differential equations; prescribed duration; upper and lower values
91A23: Differential games (aspects of game theory)
Related Items
Unnamed Item, Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration, NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS, Differential equations. Transl. from the Russian, A note on the density of the partial regularity result in the class of viscosity solutions, A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI, Continuous-time stochastic games of fixed duration, Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures, Differential games and BV functions, Total risk aversion and the pricing of options, Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games, The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization, Differential games with switching strategies, Exponentially growing solutions of parabolic Isaacs' equations, Neumann type boundary conditions for Hamilton-Jacobi equations, A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities, Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians, Characterizations of the values of differential games, Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory, Estimate of the guaranteed value in a non-linear differential game of approach, Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control, Zero-sum differential games involving impulse controls, On differential games for infinite-dimensional systems with nonlinear, unbounded operators, Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions., Formula for a solution of \(u_t+H (u,Du)=g\), Total risk aversion, stochastic optimal control, and differential games, Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions, Multitime hybrid differential games with multiple integral functional, Branching improved deep Q networks for solving pursuit-evasion strategy solution of spacecraft, On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations, Saddle point equilibrium model for uncertain discrete systems, Differential games and nonlinear first order PDE on bounded domains, The value of a minimax problem involving impulse control, Zero-sum path-dependent stochastic differential games in weak formulation, The Bellman equation for minimizing the maximum cost, Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games, Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians, Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games, Differential games with maximum cost, Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control, Blow-Up of solutions of hamilton-jacobi equations, Optimal switching for systems governed by nonlinear evolution equations, Existence and uniqueness results for Hamilton-Jacobi equations, Representation of solutions of Hamilton-Jacobi equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Differential games with Lipschitz control functions and fixed initial control positions
- The Hamilton-Jacobi equation. A global approach
- Stochastic differential games
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity Solutions of Hamilton-Jacobi Equations
- Differential Games With Lipschitz Control Functions and Applications to Games With Partial Differential Equations