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Computation of Value Functions in Nonlinear Differential Games with State Constraints - MaRDI portal

Computation of Value Functions in Nonlinear Differential Games with State Constraints (Q4927283)

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scientific article; zbMATH DE number 6177269
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English
Computation of Value Functions in Nonlinear Differential Games with State Constraints
scientific article; zbMATH DE number 6177269

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    Computation of Value Functions in Nonlinear Differential Games with State Constraints (English)
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    19 June 2013
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    differential games
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    non-terminal payoff functionals
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    state constraints
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    value functions
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    viscosity solutions
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    finite-difference schemes
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