Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
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Publication:5322884
DOI10.1090/S0002-9947-09-04732-1zbMath1186.49021MaRDI QIDQ5322884
Publication date: 23 July 2009
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
49N70: Differential games and control
91A05: 2-person games
35B65: Smoothness and regularity of solutions to PDEs
35J60: Nonlinear elliptic equations
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
Related Items
On regularity properties and approximations of value functions for stochastic differential games in domains, Approximating the value functions for stochastic differential games with the ones having bounded second derivatives, On the independence of the value function for stochastic differential games of the probability space, Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations, On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations, On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains, On the second order derivatives of solutions of a special Isaacs equation, Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem, The minmax principle and $W^{2,p}$ regularity for solutions of the simplest Isaacs equations, Fundamental solutions of homogeneous fully nonlinear elliptic equations, On the Continuity of Stochastic Exit Time Control Problems
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