The following pages link to (Q3396313):
Displaying 50 items.
- Asymptotic value in frequency-dependent games with separable payoffs: a differential approach (Q2280194) (← links)
- Infinite horizon differential games with asymmetric information (Q2292104) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
- Uniform substitution at one Fell swoop (Q2305431) (← links)
- Asymptotic spreading of interacting species with multiple fronts. I: A geometric optics approach (Q2309164) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Weak KAM solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework (Q2312284) (← links)
- Algorithm for Hamilton-Jacobi equations in density space via a generalized Hopf formula (Q2316263) (← links)
- Existence and characterization of the values of two player differential games with state constraints (Q2338087) (← links)
- Min-max formulas for nonlocal elliptic operators (Q2338497) (← links)
- Infinite dimensional differential games with hybrid controls (Q2384697) (← links)
- Hamilton-Jacobi-Isaacs equations for differential games with asymmetric information on probabilistic initial condition (Q2408644) (← links)
- The Borell-Ehrhard game (Q2413238) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Approachability, regret and calibration: implications and equivalences (Q2438352) (← links)
- The Hopf-Lax formula in Carnot groups: a control theoretic approach (Q2445456) (← links)
- Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations (Q2495721) (← links)
- Differential games with continuous, switching and impulse controls (Q2573530) (← links)
- Stochastic differential switching game in infinite horizon (Q2633673) (← links)
- Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions (Q2638511) (← links)
- Remarks on elliptic singular perturbation problems (Q2644844) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games (Q2700375) (← links)
- On a class of Nash equilibria with memory strategies for nonzero-sum differential games (Q2701832) (← links)
- A LEVEL SET APPROACH TO SEMICONTINUOUS VISCOSITY SOLUTIONS FOR CAUCHY PROBLEMS (Q2747895) (← links)
- MARS: an analytic framework of interface tracking via mapping and adjusting regular semialgebraic sets (Q2791764) (← links)
- Approximate solutions of continuous-time stochastic games (Q2822796) (← links)
- Uniform Tauberian theorem in differential games (Q2833688) (← links)
- <i>H</i><sup>∞</sup>control for discrete-time nonlinear switching systems (Q3008218) (← links)
- Complexity reduction through a Schur-based decomposition for reachability analysis of linear time-invariant systems (Q3015126) (← links)
- The Bellman equation for minimizing the maximum cost (Q3032901) (← links)
- A VERSION OF THE HOPF-LAX FORMULA IN THE HEISENBERG GROUP (Q3149955) (← links)
- Stochastic differential games involving impulse controls (Q3170570) (← links)
- Existence of Value for a Differential Game with Incomplete Information and Revealing (Q3174749) (← links)
- Towards rigorous robust optimal control via generalized high-order moment expansion (Q3176438) (← links)
- Optimal Control Problems Governed by Time Dependent Subdifferential Operators with Delay (Q3188456) (← links)
- (Q3303393) (← links)
- Semilinear approximation technique for max-min type Hamilton-Jacobi equations over finite max-min index set (Q3342985) (← links)
- Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games (Q3359100) (← links)
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians (Q3359101) (← links)
- Jeux différentiels et approximation numérique de fonctions valeur. 1re partie : étude théorique (Q3363106) (← links)
- Jeux différentiels et approximation numérique de fonctions valeur. 2e partie : étude numérique (Q3363107) (← links)
- Differential games with maximum cost (Q3491353) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
- A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
- On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
- Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side (Q3646710) (← links)
- Blow-Up of solutions of hamilton-jacobi equations (Q3722965) (← links)
- (Q3759612) (← links)
- An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations (Q3761197) (← links)
