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
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)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem
- The control parameterization method for nonlinear optimal control: a survey
- Differential games with switching strategies
- Switching problem and related system of reflected backward SDEs
- Monotone numerical schemes and feedback construction for hybrid control systems
- Multi-dimensional BSDE with oblique reflection and optimal switching
- Optimal route planning for sailing boats: a hybrid formulation
- Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture
- The existence of value in differential games of pursuit and evasion
- Differential games with continuous, switching and impulse controls
- Stochastic differential switching game in infinite horizon
- Hybrid Control Systems and Viscosity Solutions
- Statistics of wind direction and its increments
- A Simulation Model for Predicting Yacht Match Race Outcomes
- A unified framework for hybrid control: model and optimal control theory
This page was built for publication: Stochastic hybrid differential games and match race problems