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Zero-sum differential games involving impulse controls

https://doi.org/10.1007/bf01189477
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Game-Theoretical Control Problems
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Systems governed by ordinary differential equations with continuous, switching and impulse controls
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Characterizations of the values of differential games
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Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
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The convergence problem for differential games
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Optimal switching for partial differential equations I
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Optimal switching for partial differential equations II
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Differential games with switching strategies
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Optimal switching for systems governed by nonlinear evolution equations
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The existence of value in differential games
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Viscosity solutions of Hamilton-Jacobi equations
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Some properties of viscosity solutions of Hamilton-Jacobi equations
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Singular Perturbation in Mayer’s Problem for Linear Systems
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Optimal Switching for Ordinary Differential Equations
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The Existence of Value and Saddle Point in Games of Fixed Duration
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Deterministic Impulse Control Problems
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Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
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A Zero-Sum Differential Game in a Finite Duration with Switching Strategies
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Viscosity solutions associated with impulse control problems for piecewise‐deterministic processes
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Differential Games and Representation Formulas for Solutions of Hamilton-Jacobi-Isaacs Equations.
inferredcites →https://doi.org/10.32917/hmj/1206133541openalex-snapshot
A system of elliptic variational inequalities associated with a stochastic switching game

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls
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