Some applications of viscosity solutions to optimal control and differential games

Lecture Notes in Mathematics - Viscosity Solutions and Applications ◽

10.1007/bfb0094295 ◽

1997 ◽

pp. 44-97 ◽

Cited By ~ 8

Author(s):

Martino Bardi

Keyword(s):

Optimal Control ◽

Differential Games ◽

Viscosity Solutions

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Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations

SIAM Journal on Control and Optimization ◽

10.1137/0323036 ◽

1985 ◽

Vol 23 (4) ◽

pp. 566-583 ◽

Cited By ~ 98

Author(s):

P.-L. Lions ◽

P. E. Souganidis

Keyword(s):

Optimal Control ◽

Differential Games ◽

Viscosity Solutions ◽

Directional Derivatives ◽

Isaacs Equations ◽

Derivatives Of

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Verification Theorem of Stochastic Recursive Optimal Control Problems with Mixed Delay for Viscosity Solutions

2020 39th Chinese Control Conference (CCC) ◽

10.23919/ccc50068.2020.9189469 ◽

2020 ◽

Author(s):

Weijun Meng ◽

Jingtao Shi

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Optimal Control Problems ◽

Control Problems ◽

Verification Theorem ◽

Mixed Delay

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Approximate-optimal control algorithm for constrained zero-sum differential games through event-triggering mechanism

Nonlinear Dynamics ◽

10.1007/s11071-018-4713-0 ◽

2018 ◽

Vol 95 (4) ◽

pp. 2639-2657 ◽

Cited By ~ 6

Author(s):

Chaoxu Mu ◽

Ke Wang

Keyword(s):

Optimal Control ◽

Differential Games ◽

Control Algorithm ◽

Triggering Mechanism ◽

Event Triggering ◽

Zero Sum

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Optimal Control of Jump-Markov Processes and Viscosity Solutions

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_29 ◽

1988 ◽

pp. 501-511 ◽

Cited By ~ 27

Author(s):

Halil Mete Soner

Keyword(s):

Optimal Control ◽

Markov Processes ◽

Viscosity Solutions ◽

Jump Markov Processes

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Duality for differential games and optimal control

Mathematical Systems Theory ◽

10.1007/bf01761702 ◽

1974 ◽

Vol 8 (1) ◽

pp. 1-7 ◽

Cited By ~ 11

Author(s):

Otomar Hájek

Keyword(s):

Optimal Control ◽

Differential Games

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Optimal Control and Differential Games

10.1007/978-1-4615-1047-5 ◽

2002 ◽

Cited By ~ 1

Keyword(s):

Optimal Control ◽

Differential Games

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Risk sensitive optimal control and differential games

Stochastic Theory and Adaptive Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0113240 ◽

2007 ◽

pp. 185-197 ◽

Cited By ~ 64

Author(s):

Wendell H. Fleming ◽

William M. McEneaney

Keyword(s):

Optimal Control ◽

Differential Games ◽

Risk Sensitive

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Differential games and totally risk-averse optimal control of systems with small disturbances

Differential Games — Developments in Modelling and Computation - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0040230 ◽

2006 ◽

pp. 91-99

Author(s):

Martino Bardi ◽

Caterina Sartori

Keyword(s):

Optimal Control ◽

Differential Games ◽

Risk Averse ◽

Small Disturbances

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Continuity of optimal control in differential games and certain properties of weakly and strongly convex functions

Mathematical Notes ◽

10.1007/bf02674325 ◽

1999 ◽

Vol 66 (6) ◽

pp. 675-693

Author(s):

G. E. Ivanov

Keyword(s):

Optimal Control ◽

Differential Games ◽

Convex Functions ◽

Strongly Convex Functions ◽

Strongly Convex

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Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians

SIAM Journal on Control and Optimization ◽

10.1137/s0363012900368594 ◽

2002 ◽

Vol 40 (5) ◽

pp. 1358-1383 ◽

Cited By ~ 11

Author(s):

Michael Malisoff

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Bellman Equation ◽

Optimal Control Problems ◽

Exit Time ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal

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