Pages that link to "Item:Q799508"

The following pages link to Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls (Q799508):

Displaying 35 items.

• Continuous-time stochastic games of fixed duration (Q367439) (← links)
• Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures (Q783094) (← links)
• Differential games and BV functions (Q792235) (← links)
• Total risk aversion and the pricing of options (Q811316) (← links)
• Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games (Q868543) (← links)
• The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization (Q873799) (← links)
• Differential games with switching strategies (Q908867) (← links)
• Exponentially growing solutions of parabolic Isaacs' equations (Q947569) (← links)
• Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) (← links)
• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities (Q1081214) (← links)
• Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians (Q1095302) (← links)
• Characterizations of the values of differential games (Q1104876) (← links)
• Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory (Q1179159) (← links)
• Estimate of the guaranteed value in a non-linear differential game of approach (Q1189926) (← links)
• Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control (Q1263079) (← links)
• Zero-sum differential games involving impulse controls (Q1322716) (← links)
• On differential games for infinite-dimensional systems with nonlinear, unbounded operators (Q1364759) (← links)
• Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions. (Q1434810) (← links)
• Formula for a solution of \(u_t+H (u,Du)=g\) (Q1592950) (← links)
• Total risk aversion, stochastic optimal control, and differential games (Q1813219) (← links)
• Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions (Q1917803) (← links)
• Multitime hybrid differential games with multiple integral functional (Q2037905) (← links)
• Branching improved deep Q networks for solving pursuit-evasion strategy solution of spacecraft (Q2076388) (← links)
• On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations (Q2123971) (← links)
• Saddle point equilibrium model for uncertain discrete systems (Q2157003) (← links)
• Differential games and nonlinear first order PDE on bounded domains (Q2266162) (← links)
• The value of a minimax problem involving impulse control (Q2274614) (← links)
• Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
• The Bellman equation for minimizing the maximum cost (Q3032901) (← links)
• Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games (Q3041609) (← links)
• Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games (Q3359100) (← links)
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians (Q3359101) (← links)
• Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration (Q5219299) (← links)
• A note on the density of the partial regularity result in the class of viscosity solutions (Q5880901) (← links)
• A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI (Q6073844) (← links)