scientific article; zbMATH DE number 5604590
From MaRDI portal
Publication:3396313
DOI10.1512/IUMJ.1984.33.33040zbMATH Open1169.91317OpenAlexW4244726376MaRDI QIDQ3396313FDOQ3396313
Authors: Panagiotis E. Souganidis, Lawrence C. Evans
Publication date: 17 September 2009
Published in: Indiana University Mathematics Journal (Search for Journal in Brave)
Full work available at URL: http://www.iumj.indiana.edu/oai/1984/33/33040/33040.xhtml
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 7689522
- Constructions of the differential game theory for solving the Hamilton-Jacobi equations
- scientific article; zbMATH DE number 891119
- Differential games of inf-sup type and Isaacs equations
- The Isaacs equation for differential games, totally optimal fields of trajectories and related problems
- Invariant Solutions of Differential Games and Hamilton--Jacobi--Isaacs Equations for Time-Measurable Hamiltonians
- scientific article; zbMATH DE number 140439
- On the Isaacs equation of differential games for descriptor systems
- Hamilton-Jacobi equations related with differential games with supremum cost.
- Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games
Cited In (only showing first 100 items - show all)
- Generalized differential games
- Dynamic equilibrium with randomly arriving players
- Extension of mathematical morphology in Riemannian spaces
- Min-max formulas for nonlocal elliptic operators
- Zero-sum differential games involving impulse controls
- Hydrodynamic limit for particle systems with nonconstant speed parameter
- Front quenching in the G-equation model induced by straining of cellular flow
- Two-player zero-sum stochastic differential games with random horizon
- A zero sum differential game in a Hilbert space.
- Max-plus stochastic control and risk-sensitivity
- Characterization of barriers of differential games
- Tauberian theorem for value functions
- A comprehensive differential game theoretic solution to a game of two cars
- A LEVEL SET APPROACH TO SEMICONTINUOUS VISCOSITY SOLUTIONS FOR CAUCHY PROBLEMS
- Optimal investment of an insurer with regime-switching and risk constraint
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
- Hamilton-Jacobi equations related with differential games with supremum cost.
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators
- Formula for a solution of \(u_t+H (u,Du)=g\)
- Blow-Up of solutions of hamilton-jacobi equations
- Zero-sum stochastic differential game in finite horizon involving impulse controls
- Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games
- Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition
- Min-max control problems via occupational measures
- Differential games with continuous, switching and impulse controls
- The value of a minimax problem involving impulse control
- Time-inconsistent recursive zero-sum stochastic differential games
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions
- Representation of solutions of Hamilton-Jacobi equations
- Infinite horizon differential games with asymmetric information
- Stochastic differential switching game in infinite horizon
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem
- Robust control and differential games on a finite time horizon
- Viscosity solutions via unbounded set-valued integration
- Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II
- Construction of approximate saddle-point strategies for differential games in a Hilbert space
- Existence and characterization of the values of two player differential games with state constraints
- Reach-avoid differential games with targets and obstacles depending on controls
- Risk-sensitive control and differential games in infinite dimensions
- Title not available (Why is that?)
- Sub- and superoptimality principles of dynamic programming revisited
- On the regularity of viscosity solutions of fully nonlinear elliptic equations
- Differential games with switching strategies
- Semilinear approximation technique for max-min type Hamilton-Jacobi equations over finite max-min index set
- Envelopes and nonconvex Hamilton-Jacobi equations
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures
- An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
- Geometric properties of solutions of Hamilton-Jacobi equations
- On the Isaacs equation of differential games of fixed duration
- Multitime hybrid differential games with multiple integral functional
- Title not available (Why is that?)
- Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians
- Invariant Solutions of Differential Games and Hamilton--Jacobi--Isaacs Equations for Time-Measurable Hamiltonians
- Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
- Differential games and nonlinear first order PDE on bounded domains
- Stochastic differential games involving impulse controls
- Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side
- State constrained \(L^\infty\) optimal control problems interpreted as differential games
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control
- \((L^\infty+\mathrm{Bolza})\) control problems as dynamic differential games
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
- Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Hamilton-Jacobi equations in infinite dimensions. III
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
- A BSDE approach to stochastic differential games with incomplete information
- Perestroikas of shocks and singularities of minimum functions
- Exponentially growing solutions of parabolic Isaacs' equations
- Differential games
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- SBV regularity for Hamilton-Jacobi equations in \(\mathbb R^n\)
- The Hopf-Lax formula in Carnot groups: a control theoretic approach
- Approximate solutions of continuous-time stochastic games
- Some algorithms for differential games with two players and one target
- Generalized motion of a front propagating along its normal direction: a differential games approach
- Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms
- Continuity of the upper and lower value of slow growth differential games
- Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
- Differential games with incomplete information on a continuum of initial positions and without Isaacs condition
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations
- Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods
- Discontinuous differential games and control systems with supremum cost
- Stochastic differential games and inverse optimal control and stopper policies
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Differential games with asymmetric information and without Isaacs' condition
- Differential games with maximum cost
- On reachability and minimum cost optimal control
- On the Isaacs equation of differential games for descriptor systems
- Generalizing Hopf and Lax-Oleĭnik formulae via conjugate integral
- A VERSION OF THE HOPF-LAX FORMULA IN THE HEISENBERG GROUP
- On Differential Games with Long-Time-Average Cost
- Zero-sum stopping games with asymmetric information
- Cooperative pursuit with Voronoi partitions
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
- Hedging in incomplete markets with HARA utility
- Optimal Investment With Undiversifiable Income Risk
- A PDE approach to certain large deviation problems for systems of parabolic equations
- Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
- Metric character of Hamilton–Jacobi equations
- Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396313)