scientific article; zbMATH DE number 1529810

zbMATH Open0970.35065MaRDI QIDQ4514461FDOQ4514461

Authors: Martino Bardi, Paola Goatin, Hitoshi Ishii 

Publication date: 14 November 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Perron-Wiener solutionmaximal subsolutionHamilton-Bellman equationspersuit-evasion gamestime optimal stochastic control

Mathematics Subject Classification ID

Pursuit and evasion games (49N75) Degenerate elliptic equations (35J70) Optimal stochastic control (93E20) Positional games (pursuit and evasion, etc.) (91A24)

Cited In (11)

• Title not available (Why is that?)
• Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
• Optimization of the Dirichlet problem for gradient differential inclusions
• Title not available (Why is that?)
• Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem
• Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games
• Deterministic state-constrained optimal control problems without controllability assumptions
• Title not available (Why is that?)
• Verification by stochastic Perron's method in stochastic exit time control problems
• The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
• Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control

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