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Approximation schemes for solving disturbed control problems with non-terminal time and state constraints - MaRDI portal

Approximation schemes for solving disturbed control problems with non-terminal time and state constraints (Q3111542)

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Approximation schemes for solving disturbed control problems with non-terminal time and state constraints
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    Approximation schemes for solving disturbed control problems with non-terminal time and state constraints (English)
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    18 January 2012
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    differential games
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    viscosity solutions
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    Hamilton-Jacobi equations
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    non-terminal payoff functionals
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