Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
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Publication:2316263
DOI10.1007/S10915-019-00972-9zbMath1422.91102arXiv1805.01636OpenAlexW2964104089MaRDI QIDQ2316263
Wuchen Li, Yat Tin Chow, Wotao Yin, Stanley J. Osher
Publication date: 26 July 2019
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.01636
Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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