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Some applications of viscosity solutions to optimal control and differential games
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Viscosity Solutions for Hamilton-Jacobi Equations with Unbounded Nonlinear Term: A Simplified Approach
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A Dynamic Programming Approach to Nonlinear Boundary Control Problems of Parabolic Type
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Viscosity Solutions of Hamilton-Jacobi Equations in Infinite Dimensions. VII. The HJB Equation Is Not Always Satisfied
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Verification Theorems within the Framework of Viscosity Solutions
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Stability of Dynamical Systems with Competitive Controls: The Degenerate Case
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Controlled Markov Processes and Viscosity Solutions
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
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H∞-Optimal Control and Related Minimax Design Problems
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Advances in Dynamic Games and Applications
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A Theory of Differential Games
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Fully Discrete Schemes for the Value Function of Pursuit-Evasion Games
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Zero Sum Differential Games With Stopping Times: Some Results About its Numerical Resolution
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Generalized Solutions of First Order PDEs
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Stochastic and Differential Games: Theory and Numerical Methods
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Constructive Theory of Positional Differential Games and Generalized Solutions to Hamilton—Jacobi Equations
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Set-Valued Numerical Analysis for Optimal Control and Differential Games
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Control Under Lack of Information
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Game-Theoretical Control Problems
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New Trends in Dynamic Games and Applications
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Convergence of Discrete Schemes for Discontinuous Value Functions of Pursuit-Evasion Games
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Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control
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Approximation of Optimal Control Problems with State Constraints: Estimates and Applications
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Numerical Methods for Stochastic Control Problems in Continuous Time
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Offline and Online Computation of Optimal Trajectories in the Aerospace Field
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H∞-Optimal Control and Related
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Solving Optimal Control and Pursuit-Evasion Game Problems of High Complexity
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Nonlinear Systems in Optimal Control Theory and Related Topics
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The Bellman equation for time-optimal control of noncontrollable, nonlinear systems
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Maximum principle, dynamic programming, and their connection in deterministic control
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Differential games and nonlinear first order PDE on bounded domains
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Convexity properties of the minimum time function
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Zero-sum differential games involving impulse controls
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Approximate solutions of the bellman equation of deterministic control theory
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A numerical approach to the infinite horizon problem of deterministic control theory
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Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory
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Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
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Total risk aversion, stochastic optimal control, and differential games
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On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
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Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
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Differential Games and Applications
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A PDE framework for games of pursuit-evasion type
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Differential Games — Developments in Modelling and Computation
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Approximation of differential games of pursuit-evasion by discrete-time games
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Viscosity Solutions and Applications
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Controlled markov processes, viscosity solutions and applications to mathematical finance
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Risk sensitive optimal control and differential games
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Discrete approximation of the minimal time function for systems with regular optimal trajectories
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Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equations
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Calculus of variations and partial differential equations of the first order
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Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III. Uniqueness of viscosity solutions for general second-order equations
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Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
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The convergence problem for differential games
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Analysis and optimization of systems
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Construction of optimal feedback controls
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Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
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The Bellman equation for minimizing the maximum cost
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Differential games with maximum cost
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Optimal control and differential games with measures
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Discontinuous viscosity solutions of first-order Hamilton-Jacobi equations: a guided visit
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An approach of deterministic control problems with unbounded data
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Discrete Dynamic Programming and Viscosity Solutions of the Bellman Equation
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Discontinuous solutions of deterministic optimal stopping time problems
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Jeux différentiels et approximation numérique de fonctions valeur. 1re partie : étude théorique
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An approximation scheme for the optimal control of diffusion processes
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GENERALIZED SOLUTIONS OF THE HAMILTON-JACOBI EQUATIONS OF EIKONAL TYPE. I. FORMULATION OF THE PROBLEMS; EXISTENCE, UNIQUENESS AND STABILITY THEOREMS; SOME PROPERTIES OF THE SOLUTIONS
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Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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Discontinuous viscosity solutions to dirichlet problems for hamilton-jacob1 equations with
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Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
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Controlled markov processes and viscosity solutions
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Domain Decomposition Methods in Scientific and Engineering Computing
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A domain decomposition method for Bellman equations
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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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Hamilton-Jacobi Equations with State Constraints
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Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games
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User’s guide to viscosity solutions of second order partial differential equations
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Optimal Switching for Ordinary Differential Equations
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Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
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Optimal Control with State-Space Constraint I
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Exit Time Problems in Optimal Control and Vanishing Viscosity Method
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A Boundary Value Problem for the Minimum-Time Function
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Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations
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The Hamiltonian–Jacobi–Bellman Equation for Time-Optimal Control
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An Approximation Scheme for the Minimum Time Function
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Numerical Methods for Stochastic Control Problems in Continuous Time
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A Zero-Sum Differential Game in a Finite Duration with Switching Strategies
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Some Characterizations of Optimal Trajectories in Control Theory
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Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
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Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
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Method of Dynamic and Nonsmooth Optimization
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Optimization and Nonsmooth Analysis
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On Nonlinear Optimal Control Problems with State Constraints
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Dynamic Programming for Nonlinear Systems Driven by Ordinary and Impulsive Controls
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Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications)
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$\mathcal{H}_\infty $ Control of Nonlinear Systems: Differential Games and Viscosity Solutions
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Estimates of Convergence of Fully Discrete Schemes for the Isaacs Equation of Pursuit-Evasion Differential Games Via Maximum Principle
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Neumann type boundary conditions for Hamilton-Jacobi equations
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On the state constraint problem for differential games
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The Bellman equation for constrained deterministic optimal control problems
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The concept of value in differential games of survival and viscosity solutions of Hamilton-Jacobi equations
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Convergence results for Hamilton-Jacobi-Bellman equations in variable domains
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Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Convex ENO Schemes for Hamilton–Jacobi Equations
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