Approximation schemes for finding the value functions for differential games with nonterminal payoff functional

DOI10.1524/ANLY.1994.14.23.203zbMATH Open0811.35009OpenAlexW2316275347MaRDI QIDQ4313243FDOQ4313243

Authors: Nikolai D. Botkin 

Publication date: 1 May 1995

Published in: Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/anly.1994.14.23.203

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zbMATH Keywords

Hamilton-Jacobi equationsviscosity solutionsfinite difference schemevalue functionspayoff functionals

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Nonlinear first-order PDEs (35F20)

Cited In (8)

• Approximating the value of zero-sum differential games with linear payoffs and dynamics
• Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
• Approximation schemes for solving disturbed control problems with non-terminal time and state constraints
• Optimal control of ice formation in living cells during freezing
• Numerical control optimization methods in one pursuit-evasion problem
• Computation of value functions in nonlinear differential games with state constraints
• Numerical Methods for Finding Clustersolutions of Optimal Control Problems
• Linear differential game on a plane with a functional of minimum type

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