The following pages link to (Q3396313):
Displaying 50 items.
- User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
- Representation of solutions of Hamilton-Jacobi equations (Q4205806) (← links)
- Viscosity solutions via unbounded set-valued integration (Q4208377) (← links)
- Generalized motion of a front propagating along its normal direction: a differential games approach (Q4306588) (← links)
- A First Order Hamilton-Jacobi Equation with Singularity and the Evolution of Level Sets# (Q4323364) (← links)
- A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations (Q4328313) (← links)
- Optimal Investment With Undiversifiable Income Risk (Q4372005) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- A Note on Nonconvex Mean Field Games (Q4644822) (← links)
- Some algorithms for differential games with two players and one target (Q4698878) (← links)
- Stochastic differential games and viscosity solutions of Isaacs equations (Q4711492) (← links)
- Metric character of Hamilton–Jacobi equations (Q4794614) (← links)
- Sub- and superoptimality principles of dynamic programming revisited (Q4886561) (← links)
- (Q4938854) (← links)
- Stochastic differential games and inverse optimal control and stopper policies (Q4967682) (← links)
- Min–max control problems via occupational measures (Q4979585) (← links)
- Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence (Q5038376) (← links)
- A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions (Q5109184) (← links)
- (Q5131859) (← links)
- On Decomposition Models in Imaging Sciences and Multi-time Hamilton--Jacobi Partial Differential Equations (Q5143282) (← links)
- Differential Games (Q5149739) (← links)
- On a Structure of the Set of Differential Games Values (Q5198516) (← links)
- Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces (Q5198523) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration (Q5219299) (← links)
- Zero-Sum Stopping Games with Asymmetric Information (Q5219718) (← links)
- Value functions and the Dirichlet problem for Isaacs equation in a smooth domain (Q5322884) (← links)
- Representation formulas for solutions of Isaacs integro-PDE (Q5419197) (← links)
- NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS (Q5483383) (← links)
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games (Q5501219) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- A note on the density of the partial regularity result in the class of viscosity solutions (Q5880901) (← links)
- Differential games and Hamilton-Jacobi-Isaacs equations in metric spaces (Q6041374) (← links)
- Existence of value functions of differential games with incomplete information in partially order spaces (Q6042228) (← links)
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI (Q6073844) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Generalized differential games (Q6078091) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Differential games in a Banach space without discrimination (Q6114088) (← links)
- Observability inequality from measurable sets for degenerate parabolic equations and its applications (Q6151585) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
- Differential games in a Banach space without discrimination (Q6153307) (← links)
- Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations (Q6166743) (← links)
- Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations (Q6176476) (← links)
- GANs training: A game and stochastic control approach (Q6196295) (← links)
- Lagrangian, game theoretic, and PDE methods for averaging G-equations in turbulent combustion: existence and beyond (Q6554715) (← links)
- A representation formula for viscosity solutions of nonlocal Hamilton-Jacobi equations and applications (Q6598474) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
