Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
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Publication:3685569
DOI10.1137/0323036zbMATH Open0569.49019OpenAlexW2088353628MaRDI QIDQ3685569FDOQ3685569
Authors: P.-L. Lions, Panagiotis E. Souganidis 
Publication date: 1985
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0323036
Recommendations
differential gamesoptimal controlgeneralized directional derivativesHamilton Jacobi-Bellman and Isaacs equationsviscosity supersolutions (subsolutions)
Dynamic programming (90C39) Differential games (aspects of game theory) (91A23) First-order nonlinear hyperbolic equations (35L60) Dynamic programming in optimal control and differential games (49L20) Boundary value problems for nonlinear first-order PDEs (35F30)
Cited In (63)
- The Semigroup Property of Value Functions in Lagrange Problems
- Local behavior of solutions of Hamilton-Jacobi equations
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
- Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
- Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations
- Mean viability theorems and second-order Hamilton-Jacobi equations
- Min-max formulas for nonlocal elliptic operators
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
- Nonsmooth analysis and sufficient conditions for a saddle in a differential game
- Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control
- Zero-sum differential games involving impulse controls
- Exponentially growing solutions of parabolic Isaacs' equations
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization
- Discrete dynamic programming and viscosity solutions of the Bellman equation
- Monopolists and viscous demand.
- The complete differential game of active target defense
- Generalized motion of a front propagating along its normal direction: a differential games approach
- Games of simple pursuit and approach on the manifolds
- Parameter uncertainty in the Kalman-Bucy filter
- Existence and uniqueness results for Hamilton-Jacobi equations
- The value of a minimax problem involving impulse control
- Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications
- Contract theory in a VUCA world
- Uncertain saddle point equilibrium differential games with non-anticipating strategies
- Representation of solutions of Hamilton-Jacobi equations
- Hamilton–Jacobi theory for hereditary control problems
- Ergodic type Bellman equations of first order with quadratic Hamiltonian
- Numerical analysis of a free-boundary singular control problem in financial economics
- Sub- and super-optimality principles and construction of almost optimal strategies for differential games in Hilbert spaces
- Viscosity solution to nonlinear \(H_ \infty\) control
- Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II
- Title not available (Why is that?)
- On optimality conditions for the guaranteed result in control problems for time-delay systems
- On the attainability problem under state constraints with piecewise smooth boundary
- A partial differential inequality for dissipative nonlinear systems
- Semicontinuous solutions of Hamilton-Jacobi equations
- Necessary optimality conditions for a singular surface in the form of synthesis
- Sub- and superoptimality principles of dynamic programming revisited
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- Differential games with switching strategies
- Estimate of the guaranteed value in a non-linear differential game of approach
- The non-linear action of tangential stress on the wave motion of a low- viscosity fluid
- Differential equations. Transl. from the Russian
- Minimax and viscosity solutions in optimization problems for hereditary systems
- Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games
- Discontinuous viscosity solutions of first-order Hamilton-Jacobi equations: a guided visit
- Discontinuous solutions of deterministic optimal stopping time problems
- Deterministic minimax impulse control
- Construction of optimal feedback controls
- Characterizations of the values of differential games
- Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
- Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control
- Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations
- Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions
- A class of differential games with state-dependent closed-loop feedback solutions
- A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations
- Construction of a generalized solution of an equation in divergence form by the methods of characteristics
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- Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
- A differential game of unlimited duration
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