Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
From MaRDI portal
Publication:799508
DOI10.1016/0022-0396(84)90040-8zbMATH Open0548.90104OpenAlexW2016896638MaRDI QIDQ799508FDOQ799508
Lawrence C. Evans, R. Jensen, Emmanuel N. Barron
Publication date: 1984
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0396(84)90040-8
Recommendations
viscosity solutionminimax conditionnonlinear first-order partial differential equationsprescribed durationupper and lower values
Cites Work
- Stochastic differential games
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity Solutions of Hamilton-Jacobi Equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- The Hamilton-Jacobi equation. A global approach
- Title not available (Why is that?)
- Differential Games With Lipschitz Control Functions and Applications to Games With Partial Differential Equations
- Title not available (Why is that?)
- Differential games with Lipschitz control functions and fixed initial control positions
Cited In (57)
- Connecting Hamilton-Jacobi partial differential equations with maximum a posteriori and posterior mean estimators for some non-convex priors
- Hamilton-Jacobi equations and mathematical morphology in pseudo-Riemannian manifolds
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
- Title not available (Why is that?)
- Title not available (Why is that?)
- Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory
- Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
- Continuous-time stochastic games of fixed duration
- Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control
- Zero-sum differential games involving impulse controls
- Exponentially growing solutions of parabolic Isaacs' equations
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization
- A note on the density of the partial regularity result in the class of viscosity solutions
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations
- Viscosity solutions of the Isaacs equation οn an attainable set
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators
- Existence and uniqueness results for Hamilton-Jacobi equations
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Formula for a solution of \(u_t+H (u,Du)=g\)
- Blow-Up of solutions of hamilton-jacobi equations
- Differential games with maximum cost
- Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games
- Minimax solutions of first-order partial differential equations
- The value of a minimax problem involving impulse control
- Representation of solutions of Hamilton-Jacobi equations
- Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions.
- Total risk aversion, stochastic optimal control, and differential games
- Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II
- Title not available (Why is that?)
- Zero-sum path-dependent stochastic differential games in weak formulation
- The Bellman equation for minimizing the maximum cost
- Title not available (Why is that?)
- Total risk aversion and the pricing of options
- Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
- Differential games with switching strategies
- Estimate of the guaranteed value in a non-linear differential game of approach
- A differential game with constrained dynamics and viscosity solutions of a related HJB equation
- Differential equations. Transl. from the Russian
- Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures
- Differential games and BV functions
- Branching improved deep Q networks for solving pursuit-evasion strategy solution of spacecraft
- Nonsmooth analysis approach to Isaac's equation
- Characterizations of the values of differential games
- Neumann type boundary conditions for Hamilton-Jacobi equations
- Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control
- Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions
- Multitime hybrid differential games with multiple integral functional
- Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration
- Saddle point equilibrium model for uncertain discrete systems
- Title not available (Why is that?)
- Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians
- Differential games and nonlinear first order PDE on bounded domains
- A differential game of unlimited duration
- Optimal switching for systems governed by nonlinear evolution equations
This page was built for publication: Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q799508)