Differential games of inf-sup type and Isaacs equations

DOI10.1007/s00245-004-0818-6zbMath1111.49026OpenAlexW2093253246MaRDI QIDQ814936

Hidehiro Kaise, Shuenn-Jyi Sheu

Publication date: 8 February 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-004-0818-6

zbMATH Keywords

dynamic programmingdifferential gameinfinitesimal generatorsviscosity solutionsstrategy classes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Existence of solutions for minimax problems (49J35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians ⋮ Stochastic differential portfolio games for an insurer in a jump-diffusion risk process ⋮ ``Down-side risk probability minimization problem with Cox-Ingersoll-Ross's interest rates ⋮ Risk minimizing portfolios and HJBI equations for stochastic differential games ⋮ Exponentially growing solutions of parabolic Isaacs' equations ⋮ Max-plus stochastic control and risk-sensitivity

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