Stochastic hybrid differential games and match race problems

DOI10.1016/j.amc.2019.124966zbMath1433.93153arXiv1906.10968OpenAlexW2996927234MaRDI QIDQ2287801

Adriano Festa, Simone Cacace, Roberto G. Ferretti

Publication date: 21 January 2020

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

Full work available at URL: https://arxiv.org/abs/1906.10968

zbMATH Keywords

differential gamesHamilton-Jacobi equationsroute planningstochastic hybrid systemsmatch race

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Finite difference methods for boundary value problems involving PDEs (65N06) Hybrid systems of functional-differential equations (34K34)

Related Items (3)

Analytical and numerical solutions to ergodic control problems arising in environmental management ⋮ Optimal route planning for sailing boats: a hybrid formulation ⋮ Sufficient Conditions for Optimality and Asymptotic Stability in Two-Player Zero-Sum Hybrid Games

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