The following pages link to (Q3396313):
Displaying 50 items.
- On the Isaacs equation of differential games for descriptor systems (Q1338562) (← links)
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators (Q1364759) (← links)
- Generalizing Hopf and Lax-Oleĭnik formulae via conjugate integral (Q1376013) (← links)
- Continuity of the upper and lower value of slow growth differential games (Q1378410) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- A zero sum differential game in a Hilbert space. (Q1404903) (← links)
- Formula for a solution of \(u_t+H (u,Du)=g\) (Q1592950) (← links)
- Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods (Q1604479) (← links)
- Risk-sensitive control and differential games in infinite dimensions (Q1612591) (← links)
- Discontinuous differential games and control systems with supremum cost (Q1614705) (← links)
- Efficient path planning algorithms in reach-avoid problems (Q1640226) (← links)
- Uncertain saddle point equilibrium differential games with non-anticipating strategies (Q1647996) (← links)
- Tauberian theorem for value functions (Q1649024) (← links)
- A comprehensive differential game theoretic solution to a game of two cars (Q1673925) (← links)
- Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems (Q1691386) (← links)
- Reach-avoid differential games with targets and obstacles depending on controls (Q1741190) (← links)
- Regularity theory for the Isaacs equation through approximation methods (Q1755167) (← links)
- Total risk aversion, stochastic optimal control, and differential games (Q1813219) (← links)
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms (Q1813259) (← links)
- A PDE approach to certain large deviation problems for systems of parabolic equations (Q1822831) (← links)
- A differential game with constrained dynamics and viscosity solutions of a related HJB equation (Q1849023) (← links)
- Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
- Almost continuous solutions of geometric Hamilton--Jacobi equations (Q1873192) (← links)
- On reachability and minimum cost optimal control (Q1888412) (← links)
- Robust control and differential games on a finite time horizon (Q1906513) (← links)
- Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions (Q1917803) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints (Q1942219) (← links)
- Well-posedness of fully nonlinear and nonlocal critical parabolic equations (Q1945686) (← links)
- Deterministic minimax impulse control (Q1959685) (← links)
- On semicontinuous solutions for general Hamilton-Jacobi equations (Q1976859) (← links)
- Min-max formulas for nonlocal elliptic operators on Euclidean space (Q1985850) (← links)
- Multitime hybrid differential games with multiple integral functional (Q2037905) (← links)
- Differential games with incomplete information and with signal revealing: the symmetric case (Q2068914) (← links)
- Geometric regularity theory for a time-dependent Isaacs equation (Q2075813) (← links)
- Existence of value for a differential game with asymmetric information and signal revealing (Q2121463) (← links)
- On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations (Q2123971) (← links)
- Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games (Q2150657) (← links)
- Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (Q2152593) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations (Q2220578) (← links)
- Envelopes and nonconvex Hamilton-Jacobi equations (Q2248848) (← links)
- Viable set computation for hybrid systems (Q2252963) (← links)
- Differential games and nonlinear first order PDE on bounded domains (Q2266162) (← links)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
- The value of a minimax problem involving impulse control (Q2274614) (← links)
- A differential game on Wasserstein space. Application to weak approachability with partial monitoring (Q2274621) (← links)
