The Hamilton-Jacobi equation for hereditary systems: minimax and viscosity solutions

DOI10.1134/S1064562408010134zbMath1161.49025OpenAlexW1991536484MaRDI QIDQ960655

N. Yu. Lukoyanov

Publication date: 5 January 2009

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562408010134

zbMATH Keywords

Hamilton-Jacobi equationpositional differential gamesgeneralized minimax and viscosity solutions

Mathematics Subject Classification ID

Differential games and control (49N70) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations ⋮ Minimax solutions of Hamilton-Jacobi functional equations for neutral-type systems ⋮ Minimax solution of functional Hamilton-Jacobi equations for neutral type systems ⋮ On the minimax solution of the Hamilton-Jacobi equations for neutral-type systems: the case of an inhomogeneous Hamiltonian

Cites Work

• On the Hamilton-Jacobi-Bellmann equations in Banach spaces
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
• History path dependent optimal control and portfolio valuation and management
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