Jeux différentiels et approximation numérique de fonctions valeur. 2e partie : étude numérique

DOI10.1051/M2AN/1991250505351zbMath0734.90132OpenAlexW4235174297MaRDI QIDQ3363107

B. Alziary de Roquefort

Publication date: 1991

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193639

zbMATH Keywords

convergenceIsaacs equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Positional games (pursuit and evasion, etc.) (91A24) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
• Two Approximations of Solutions of Hamilton-Jacobi Equations
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Jeux différentiels et approximation numérique de fonctions valeur. 1re partie : étude théorique
• Optimal Control with State-Space Constraint I
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Related Items (5)

Zero-sum state constrained differential games: Existence of value for Bolza problem ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems ⋮ Some recent aspects of differential game theory ⋮ Fully-Discrete Schemes for the Value Function of Pursuit-Evasion Games with State Constraints

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