Viscosity solution of nonanticipating Hamilton-Jacobi equations

DOI10.1134/S0012266107120117zbMath1148.49029OpenAlexW2075460327MaRDI QIDQ944423

N. Yu. Lukoyanov

Publication date: 17 September 2008

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266107120117

zbMATH Keywords

differential gamescontrol problemsHamilton-Jacobi functional equation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Viscosity solutions of path-dependent integro-differential equations ⋮ Viscosity Solutions of Path-Dependent PDEs with Randomized Time ⋮ Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation

Cites Work

• On the Hamilton-Jacobi-Bellmann equations in Banach spaces
• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
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