Differential Games and Representation Formulas for Solutions of Hamilton-Jacobi-Isaacs Equations.

On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations

Probability Theory and Related Fields ◽

10.1007/s00440-013-0495-y ◽

2013 ◽

Vol 158 (3-4) ◽

pp. 751-783 ◽

Cited By ~ 7

Author(s):

N. V. Krylov

Keyword(s):

Dynamic Programming ◽

Differential Games ◽

Stochastic Differential Games ◽

Dynamic Programming Principle ◽

Isaacs Equations

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Viability and invariance for differential games with applications to Hamilton-Jacobi-Isaacs equations

Banach Center Publications ◽

10.4064/-35-1-149-158 ◽

1996 ◽

Vol 35 (1) ◽

pp. 149-158 ◽

Cited By ~ 1

Author(s):

Pierre Cardaliaguet ◽

Sławomir Plaskacz

Keyword(s):

Differential Games ◽

Isaacs Equations

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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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Representation Formulas for Solutions of the HJI Equations with Discontinuous Coefficients and Existence of Value in Differential Games

Journal of Optimization Theory and Applications ◽

10.1007/s10957-006-9099-3 ◽

2006 ◽

Vol 130 (2) ◽

pp. 209-229 ◽

Cited By ~ 7

Author(s):

M. Garavello ◽

P. Soravia

Keyword(s):

Differential Games ◽

Discontinuous Coefficients ◽

Representation Formulas ◽

Existence Of Value

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Invariant Solutions of Differential Games and Hamilton--Jacobi--Isaacs Equations for Time-Measurable Hamiltonians

SIAM Journal on Control and Optimization ◽

10.1137/s0363012998296219 ◽

2000 ◽

Vol 38 (5) ◽

pp. 1501-1520 ◽

Cited By ~ 18

Author(s):

Pierre Cardaliaguet ◽

Slawomir Plaskacz

Keyword(s):

Differential Games ◽

Invariant Solutions ◽

Isaacs Equations

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An iterative computational scheme for solving the coupled Hamilton–Jacobi–Isaacs equations in nonzero-sum differential games of affine nonlinear systems

Decisions in Economics and Finance ◽

10.1007/s10203-017-0184-x ◽

2017 ◽

Vol 40 (1-2) ◽

pp. 1-30

Author(s):

M. D. S. Aliyu

Keyword(s):

Nonlinear Systems ◽

Differential Games ◽

Computational Scheme ◽

Affine Nonlinear Systems ◽

Isaacs Equations

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Limit Hamilton–Jacobi–Isaacs Equations for Singularly Perturbed Zero-Sum Differential Games

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.1996.0352 ◽

1996 ◽

Vol 202 (3) ◽

pp. 862-899 ◽

Cited By ~ 17

Author(s):

Vladimir Gaitsgory

Keyword(s):

Differential Games ◽

Singularly Perturbed ◽

Isaacs Equations ◽

Zero Sum

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Uncoupling Isaacs equations in two-player nonzero-sum differential games. Parental conflict over care as an example

Automatica ◽

10.1016/j.automatica.2007.07.016 ◽

2008 ◽

Vol 44 (3) ◽

pp. 882-885 ◽

Cited By ~ 4

Author(s):

Frédéric Hamelin ◽

Pierre Bernhard

Keyword(s):

Differential Games ◽

Parental Conflict ◽

Isaacs Equations

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Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II

SIAM Journal on Control and Optimization ◽

10.1137/0324065 ◽

1986 ◽

Vol 24 (5) ◽

pp. 1086-1089 ◽

Cited By ~ 4

Author(s):

P. -L. Lions ◽

P. E. Souganidis

Keyword(s):

Differential Games ◽

Viscosity Solutions ◽

Directional Derivatives ◽

Isaacs Equations ◽

Derivatives Of

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Stochastic differential games with reflection and related obstacle problems for Isaacs equations

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-011-0068-8 ◽

2011 ◽

Vol 27 (4) ◽

pp. 647-678 ◽

Cited By ~ 6

Author(s):

Rainer Buckdahn ◽

Juan Li

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Obstacle Problems ◽

Isaacs Equations

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