Pages that link to "Item:Q799508"
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The following pages link to Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls (Q799508):
Displayed 33 items.
- 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)
- Differential games and nonlinear first order PDE on bounded domains (Q2266162) (← 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)
- Differential games with maximum cost (Q3491353) (← links)
- Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control (Q3632809) (← links)
- Blow-Up of solutions of hamilton-jacobi equations (Q3722965) (← links)
- Optimal switching for systems governed by nonlinear evolution equations (Q3782322) (← links)
- Existence and uniqueness results for Hamilton-Jacobi equations (Q3971492) (← links)
- Representation of solutions of Hamilton-Jacobi equations (Q4205806) (← links)
- (Q4950311) (← links)
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS (Q5483383) (← links)
- Differential equations. Transl. from the Russian (Q5920606) (← links)