Emmanuel Nicholas Barron

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Person:1056682

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zbMath Open barron.emmanuel-nicholasMaRDI QIDQ1056682

List of research outcomes

PublicationDate of PublicationType
Probability and Statistics for STEM2024-01-02Paper
https://portal.mardi4nfdi.de/entity/Q51318592020-11-09Paper
Probability and Statistics for STEM: A Course in One Semester2020-08-03Paper
https://portal.mardi4nfdi.de/entity/Q52415872019-10-31Paper
Reach-avoid differential games with targets and obstacles depending on controls2019-05-03Paper
Viscosity solutions of stationary Hamilton-Jacobi equations and minimizers of $L^{\infty }$ functionals2017-11-08Paper
Differential games in \(L^{\infty}\)2017-08-14Paper
Duality for the $L^{\infty }$ optimal transport problem2017-02-09Paper
Envelope viscosity solutions of first- and second-order PDEs with u-dependence2017-01-25Paper
https://portal.mardi4nfdi.de/entity/Q27891962016-02-26Paper
A uniqueness result for the quasiconvex operator and first order PDEs for convex envelopes2014-09-24Paper
Semicontinuous viscosity solutions for quasiconvex Hamiltonians2013-12-17Paper
Quasiconvex functions and nonlinear PDEs2013-09-04Paper
Game Theory2013-05-16Paper
https://portal.mardi4nfdi.de/entity/Q49202472013-05-16Paper
Functions Which Are Quasiconvex under Linear Perturbations2013-01-04Paper
The quasiconvex envelope through first-order partial differential equations which characterize quasiconvexity of nonsmooth functions2012-09-12Paper
\(L ^{\infty }\) variational problems with running costs and constraints2012-07-10Paper
Best response dynamics for continuous games2010-03-31Paper
Game Theory2008-03-18Paper
The infinity Laplacian, Aronsson's equation and their generalizations2007-11-01Paper
Minimizing theLNorm of the Gradient with an Energy Constraint2005-12-14Paper
https://portal.mardi4nfdi.de/entity/Q31591822005-02-15Paper
Conditional essential suprema with applications2004-05-27Paper
Lyapunov stability using minimum distance control2002-02-22Paper
https://portal.mardi4nfdi.de/entity/Q42633562001-11-27Paper
Radon-Nikodym theorem in \(L^\infty\)2001-05-03Paper
Explicit solution of some first-order PDE's2000-04-13Paper
Regularity of Hamilton-Jacobi equations when forward is backward1999-11-25Paper
Applications of the Hopf--Lax Formula for ut+H(u,Du)=01998-05-11Paper
The L∞ control problem with continuous control functions1998-02-17Paper
Hope-lax type formular forut+Hu,Du=0:II1997-12-16Paper
Semicontinuous solutions for Hamilton-Jacobi equations and the \(L^ \infty\)-control problem1997-12-15Paper
Calculus of variations in \(L^ \infty\)1997-09-23Paper
Relaxation of Constrained Control Problems1997-07-03Paper
OPTIMAL CONTROL OF THE BLOWUP TIME OF A DIFFUSION1997-05-26Paper
Optimal Control of the Blowup Time1996-07-16Paper
Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\)1996-05-12Paper
Relaxed Minimax Control1995-11-15Paper
A verification theorem and application to the linear quadratic regulator for minimax control problems1995-05-07Paper
https://portal.mardi4nfdi.de/entity/Q43144091994-12-18Paper
Optimal control and differential games with measures1994-11-17Paper
Averaging in Lagrange and Minimax Problems of Optimal Control1994-07-07Paper
Total risk aversion, stochastic optimal control, and differential games1992-06-25Paper
The Pontryagin maximum principle for minimax problems of optimal control1992-06-25Paper
Optimal Control and Semicontinuous Viscosity Solutions1992-06-25Paper
The Bellman equation for control of the running max of a diffusion and applications to look-back options1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q32118791992-01-01Paper
Total risk aversion and the pricing of options1991-01-01Paper
Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control1990-01-01Paper
Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians1990-01-01Paper
A Stochastic Control Approach to the Pricing of Options1990-01-01Paper
Differential games with maximum cost1990-01-01Paper
The Bellman equation for minimizing the maximum cost1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38166021989-01-01Paper
The necessary conditions for optimal control in Hilbert spaces1988-01-01Paper
Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians1987-01-01Paper
Minimizing a Quadratic Payoff with Monotone Controls1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37816511987-01-01Paper
On the Kleinrock-Nilsson problem of optimal scheduling algorithms for time-shared systems1986-01-01Paper
The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations1986-01-01Paper
A nonlinear evolution system with two subdifferentials and monotone differential games. Corrigendum1985-01-01Paper
Viscosity Solutions for the Monotone Control Problem1985-01-01Paper
Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls1984-01-01Paper
A nonlinear evolution system with two subdifferentials and monotone differential games1983-01-01Paper
Remarks on a simple optimal control problem with monotone control functions1983-01-01Paper
Optimal control problems with no turning back1980-01-01Paper
Finite Energy Approximations in Stochastic and Deterministic Differential Games1980-01-01Paper
Control problems for parabolic equations on controlled domains1978-01-01Paper
Differential games with Lipschitz control functions and fixed initial control positions1977-01-01Paper
Remarks on the existence of value in differential games1977-01-01Paper
Differential Games With Lipschitz Control Functions and Applications to Games With Partial Differential Equations1976-01-01Paper

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