Path-dependent Hamilton-Jacobi equations: the minimax solutions revised

DOI10.1007/s00245-021-09794-4zbMath1476.49032arXiv2010.06190OpenAlexW3176047144MaRDI QIDQ2238988

N. Yu. Lukoyanov, A. R. Plaksin, Mikhail Gomoyunov

Publication date: 2 November 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.06190

zbMATH Keywords

minimax solutionsviscosity solutionsCo-invariant derivativespath-dependent Hamilton-Jacobi equations

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Existence of solutions for minimax problems (49J35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Related Items

Minimax solutions of Hamilton–Jacobi equations with fractional coinvariant derivatives, Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method, Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations, Game problem of target approach for a nonlinear control system, Sensitivity analysis of value functional of fractional optimal control problem with application to feedback construction of near optimal controls, Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems, Unnamed Item, On differentiability of solutions of fractional differential equations with respect to initial data

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