scientific article
From MaRDI portal
Publication:3759612
zbMATH Open0622.60032MaRDI QIDQ3759612FDOQ3759612
Panagiotis E. Souganidis, Wendell Fleming
Publication date: 1986
Full work available at URL: http://www.numdam.org/item?id=ASNSP_1986_4_13_2_171_0
Title of this publication is not available (Why is that?)
dynamic programmingdifferential gamesmall diffusionsmall random perturbationminimum exit probabilityVentcell-Freidlin theory
Large deviations (60F10) Differential games (aspects of game theory) (91A23) Existence of optimal solutions to problems involving randomness (49J55)
Cites Work
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity Solutions of Hamilton-Jacobi Equations
- The problem of dirichlet for quasilinear elliptic differential equations with many independent variables
- Exit probabilities and optimal stochastic control
- Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
- The existence of value in differential games
- Stochastic Control for Small Noise Intensities
- Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
- Optimal exit probabilities and differential games
- Differential games and nonlinear first order PDE on bounded domains
- Cauchy Problems for Certain Isaacs-Bellman Equations and Games of Survival
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (30)
- A Hamilton-Jacobi approach for front propagation in kinetic equations
- Front propagation for reaction-diffusion equations of bistable type
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- Modeling the Emergence of Phenotypic Heterogeneity in Vascularized Tumors
- Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach
- Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure
- The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
- A Hamilton-Jacobi approach to nonlocal kinetic equations
- Invasion fronts and adaptive dynamics in a model for the growth of cell populations with heterogeneous mobility
- Super-linear spreading in local and non-local cane toads equations
- Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
- Title not available (Why is that?)
- Collective motion driven by nutrient consumption
- Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
- Total risk aversion, stochastic optimal control, and differential games
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation
- A probabilistic approach to Dirac concentration in nonlocal models of adaptation with several resources
- Remarks on elliptic singular perturbation problems
- Maximal solutions and universal bounds for some partial differential equations of evolution
- A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
- An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
- User’s guide to viscosity solutions of second order partial differential equations
- A kinetic eikonal equation
- The development of drug resistance in metastatic tumours under chemotherapy: an evolutionary perspective
- Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations
- Largest weighted delay first scheduling: Large deviations and optimality
- Title not available (Why is that?)
- A first-order asymptotic preserving scheme for front propagation in a one-dimensional kinetic reaction-transport equation
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems
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 Q3759612)
