Hamilton-Jacobi equations related with differential games with supremum cost.

DOI10.1016/J.CRMA.2007.05.002MaRDI QIDQ997964zbMATH OpenOpenAlexFDO

Authors Oana Silvia Serea

Publication date 10 August 2007

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2007.05.002

zbMATH Keywords

differential gamescontrol problemsPDE with nonconcave and discontinuous Hamiltonians

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cites work

• scientific article; zbMATH DE number 5604590 (Why is no real title available?)
• scientific article; zbMATH DE number 733957 (Why is no real title available?)
• Differential games with maximum cost
• Discontinuous differential games and control systems with supremum cost
• Discontinuous solutions of deterministic optimal stopping time problems
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• Semicontinuous solutions for Hamilton-Jacobi equations and the L^ -control problem
• The Bellman equation for minimizing the maximum cost
• The existence of value in differential games
• Value-functions for differential games and control systems with discontinuous terminal cost
• Viscosity solutions of Hamilton-Jacobi equations

Cited in

(3)

• scientific article; zbMATH DE number 5604590 (Why is no real title available?)
• Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games
• Internal habits formation and optimality

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