Approximation of minimax solutions of Hamilton-Jacobi functional equations for time-delay systems

DOI10.1134/S0081543819020081zbMath1421.49005OpenAlexW2962457545MaRDI QIDQ2317363

A. R. Plaksin, N. Yu. Lukoyanov, Mikhail Gomoyunov

Publication date: 9 August 2019

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543819020081

zbMATH Keywords

generalized solutionsfinite-dimensional approximationstime-delay systemsHamilton-Jacobi equationscoinvariant derivatives

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Hamilton-Jacobi equations (35F21)

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Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions ⋮ Path-dependent Hamilton-Jacobi equations: the minimax solutions revised

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