Risk-sensitive control and differential games in infinite dimensions

DOI10.1016/S0362-546X(01)00757-XzbMath1030.93053OpenAlexW2024453252MaRDI QIDQ1612591

Andrzej Świȩch

Publication date: 25 August 2002

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00757-x

zbMATH Keywords

boundary value problemsdifferential gameHamilton-Jacobi-Bellman equationsexit timeviscosity solutionsinfinite-dimensional Hilbert spacestochastic risk-sensitive control

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

A GAME THEORETIC OPTIMIZATION MODEL BETWEEN PROJECT RISK SET AND MEASURE SET ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Unnamed Item ⋮ A PDE approach to large deviations in Hilbert spaces ⋮ A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups ⋮ Eikonal equations in metric spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• Optimization of functions on certain subsets of Banach spaces
• A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• On value function of stochastic differential games in infinite dimensions and its application to sensitive control
• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• User’s guide to viscosity solutions of second order partial differential equations
• Generic Frechet-Differentiability and Perturbed Optimization Problems in Banach Spaces
• Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces
• Risk-Sensitive and Robust Escape Criteria
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: Risk-sensitive control and differential games in infinite dimensions