scientific article; zbMATH DE number 5604590
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- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
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- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
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- Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
- Characterization of barriers of differential games
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control
- Hydrodynamic limit for particle systems with nonconstant speed parameter
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- On the Isaacs equation of differential games for descriptor systems
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators
- Generalizing Hopf and Lax-Oleĭnik formulae via conjugate integral
- Continuity of the upper and lower value of slow growth differential games
- Hedging in incomplete markets with HARA utility
- A zero sum differential game in a Hilbert space.
- Formula for a solution of \(u_t+H (u,Du)=g\)
- Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods
- Risk-sensitive control and differential games in infinite dimensions
- Discontinuous differential games and control systems with supremum cost
- Efficient path planning algorithms in reach-avoid problems
- Uncertain saddle point equilibrium differential games with non-anticipating strategies
- Tauberian theorem for value functions
- A comprehensive differential game theoretic solution to a game of two cars
- Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems
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- Multiple-objective risk-sensitive control and its small noise limit
- Almost continuous solutions of geometric Hamilton--Jacobi equations
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- Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
- Well-posedness of fully nonlinear and nonlocal critical parabolic equations
- Deterministic minimax impulse control
- On semicontinuous solutions for general Hamilton-Jacobi equations
- Min-max formulas for nonlocal elliptic operators on Euclidean space
- Multitime hybrid differential games with multiple integral functional
- Differential games with incomplete information and with signal revealing: the symmetric case
- Geometric regularity theory for a time-dependent Isaacs equation
- Existence of value for a differential game with asymmetric information and signal revealing
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
- Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games
- Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation
- Robust equilibrium strategies in a defined benefit pension plan game
- Two-player zero-sum stochastic differential games with regime switching
- Zero-sum stochastic differential game in finite horizon involving impulse controls
- Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations
- Envelopes and nonconvex Hamilton-Jacobi equations
- Viable set computation for hybrid systems
- Differential games and nonlinear first order PDE on bounded domains
- Zero-sum stochastic differential games of generalized McKean-Vlasov type
- The value of a minimax problem involving impulse control
- A differential game on Wasserstein space. Application to weak approachability with partial monitoring
- Asymptotic value in frequency-dependent games with separable payoffs: a differential approach
- Infinite horizon differential games with asymmetric information
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type
- Uniform substitution at one Fell swoop
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- Time-inconsistent recursive zero-sum stochastic differential games
- Weak KAM solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework
- Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula
- Existence and characterization of the values of two player differential games with state constraints
- Min-max formulas for nonlocal elliptic operators
- Infinite dimensional differential games with hybrid controls
- Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition
- The Borell-Ehrhard game
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions
- Approachability, regret and calibration: implications and equivalences
- The Hopf-Lax formula in Carnot groups: a control theoretic approach
- Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations
- State constrained L^ optimal control problems interpreted as differential games
- Differential games with continuous, switching and impulse controls
- Stochastic differential switching game in infinite horizon
- Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
- Remarks on elliptic singular perturbation problems
- Zero-sum path-dependent stochastic differential games in weak formulation
- Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
- On a class of Nash equilibria with memory strategies for nonzero-sum differential games
- A LEVEL SET APPROACH TO SEMICONTINUOUS VISCOSITY SOLUTIONS FOR CAUCHY PROBLEMS
- MARS: an analytic framework of interface tracking via mapping and adjusting regular semialgebraic sets
- Approximate solutions of continuous-time stochastic games
- Uniform Tauberian theorem in differential games
- Duality theory, representation formulas and uniqueness results for viscosity solutions of Hamilton-Jacobi equations
- Differential games with incomplete information on a continuum of initial positions and without Isaacs condition
- H∞control for discrete-time nonlinear switching systems
- Complexity reduction through a Schur-based decomposition for reachability analysis of linear time-invariant systems
- The Bellman equation for minimizing the maximum cost
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