Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions

DOI10.1007/s00245-022-09829-4OpenAlexW4281743167WikidataQ114230601 ScholiaQ114230601MaRDI QIDQ2152593

Hidehiro Kaise

Publication date: 8 July 2022

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-022-09829-4

zbMATH Keywords

differential gamesdynamic programmingviscosity solutionspath-dependent systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)

Cites Work

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