Min-max game theory and non-standard differential Riccati equations under the singular estimate for \(e^{At}B\) and \(e^{At}G\) in the absence of analyticity

DOI10.1007/s11228-009-0117-0zbMath1202.91033OpenAlexW1998486782MaRDI QIDQ1034818

Roberto Triggiani, Jing Zhang

Publication date: 6 November 2009

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-009-0117-0

zbMATH Keywords

min-max game theorynon-standard Riccati equations

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Differential games (aspects of game theory) (91A23) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (3)

The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems ⋮ Min-max game theory and nonstandard differential Riccati equations for abstract hyperbolic-like equations ⋮ The fluid-structure interaction model with both control and disturbance at the interface: a game theory problem via an abstract approach

Cites Work

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