Zero-sum differential games involving impulse controls
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Publication:1322716
DOI10.1007/BF01189477zbMath0808.90142OpenAlexW2017519905MaRDI QIDQ1322716
Publication date: 15 March 1995
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01189477
Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive optimal control problems (49N25)
Related Items (22)
Uniqueness of unbounded viscosity solutions for impulse control problem ⋮ Stochastic differential games involving impulse controls ⋮ Infinite dimensional differential games with hybrid controls ⋮ Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach ⋮ A BSDE approach to stochastic differential games involving impulse controls and HJBI equation ⋮ Continuity of the value function for deterministic optimal impulse control with terminal state constraint ⋮ Continuity of the upper and lower value of slow growth differential games ⋮ Invariant solutions of differential games with measures: a discontinuous time reparameterization approach ⋮ Zero-sum stochastic differential game in finite horizon involving impulse controls ⋮ Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls ⋮ A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI ⋮ A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions ⋮ Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application ⋮ Deterministic minimax impulse control ⋮ A numerical method for a class of mixed switching and impulsive optimal control problems ⋮ Nash equilibria in nonzero-sum differential games with impulse control ⋮ Zero-sum differential games involving hybrid controls ⋮ The value of a minimax problem involving impulse control ⋮ On a class of optimal control problems with state jumps ⋮ A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag ⋮ Dynamic programming for multidimensional stochastic control problems ⋮ Differential games with continuous, switching and impulse controls
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