Approximation schemes for finding the value functions for differential games with nonterminal payoff functional (Q4313243)

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scientific article; zbMATH DE number 687760
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Approximation schemes for finding the value functions for differential games with nonterminal payoff functional
scientific article; zbMATH DE number 687760

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    Approximation schemes for finding the value functions for differential games with nonterminal payoff functional (English)
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    1 May 1995
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    finite difference scheme
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    viscosity solutions
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    Hamilton-Jacobi equations
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    value functions
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    payoff functionals
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