Jeux différentiels et approximation numérique de fonctions valeur. 1re partie : étude théorique

DOI10.1051/m2an/1991250505171zbMath0734.90131MaRDI QIDQ3363106

B. Alziary de Roquefort

Publication date: 1991

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193638

zbMATH Keywords

Isaacs equations; antagonistic pursuit-evasion game on the plane; unique viscosity solutions

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

91A23: Differential games (aspects of game theory)

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

91A24: Positional games (pursuit and evasion, etc.)

Related Items

NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS, Numerical schemes for investment models with singular transactions, Jeux différentiels et approximation numérique de fonctions valeur. 2e partie : étude numérique, Fully-Discrete Schemes for the Value Function of Pursuit-Evasion Games with State Constraints

Cites Work

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• Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Control with State-Space Constraint I
• Cauchy Problems for Certain Isaacs-Bellman Equations and Games of Survival