Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations

DOI10.1137/0323036zbMath0569.49019OpenAlexW2088353628MaRDI QIDQ3685569

Pierre-Louis Lions, Panagiotis E. Souganidis

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323036

zbMATH Keywords

optimal controldifferential gamesgeneralized directional derivativesHamilton Jacobi-Bellman and Isaacs equationsviscosity supersolutions (subsolutions)

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Dynamic programming (90C39) First-order nonlinear hyperbolic equations (35L60) Boundary value problems for nonlinear first-order PDEs (35F30)

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