scientific article; zbMATH DE number 4009429

zbMATH Open0622.60032MaRDI QIDQ3759612FDOQ3759612

Authors: Wendell Fleming, Panagiotis E. Souganidis 

Publication date: 1986

Full work available at URL: http://www.numdam.org/item?id=ASNSP_1986_4_13_2_171_0

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zbMATH Keywords

dynamic programmingdifferential gamesmall diffusionsmall random perturbationminimum exit probabilityVentcell-Freidlin theory

Mathematics Subject Classification ID

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
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• Viscosity Solutions of Hamilton-Jacobi Equations
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• 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
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• The existence of value in differential games
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• 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
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Cited In (32)

• 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
• Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach
• Minimizing Escape Probabilities: A large Deviations Approach
• Title not available (Why is that?)
• 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
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• 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
• Modeling the emergence of phenotypic heterogeneity in vascularized tumors
• 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
• Large deviations for non-Markovian diffusions and a path-dependent eikonal equation
• 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

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