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  • Search: subject:"Hamilton–Jacobi–Bellman–Isaacs equation"
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Year of publication
Subject
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Comparison principle 2 Hamilton-Jacobi-Bellman-Isaacs equation 2 Jensen perturbation 2 Lyapunov function 2 coupling of operators 2 mixed topology 2 viscosity solution 2 Belavkin equation 1 Brownian motion on sphere and complex projective spaces 1 Classical and mild solutions 1 Controlled diffusion on Riemannian manifolds 1 Dynamic game 1 Dynamisches Spiel 1 Game theory 1 Hamilton-Jacobi-Bellman-Isaacs equation on manifolds 1 Innovation 1 Ito's formula 1 Output process and innovation process 1 Quantum control 1 Quantum dynamic games 1 Quantum filtering 1 Spieltheorie 1 Stochastic Schrödinger equation 1 Stochastic process 1 Stochastischer Prozess 1
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Online availability
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Free 3 CC license 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Della Corte, Serena 2 Fuchs, Fabian 2 Kraaij, Richard 2 Nendel, Max 2 Kolokolʹcov, Vassilij N. 1
Published in...
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Center for Mathematical Economics Working Papers 1 Dynamic games and applications : DGA 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
A comparison principle based on couplings of partial integro-differential operators
Della Corte, Serena; Fuchs, Fabian; Kraaij, Richard; … - 2024
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial integro-differential operators. Our approach innovates in three ways: (1) We reinterpret the classical...
Persistent link: https://www.econbiz.de/10015117589
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Cover Image
A comparison principle based on couplings of partial integro-differential operators
Della Corte, Serena; Fuchs, Fabian; Kraaij, Richard; … - 2024
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial integro-differential operators. Our approach innovates in three ways: (1) We reinterpret the classical...
Persistent link: https://www.econbiz.de/10015101729
Saved in:
Cover Image
Dynamic quantum games
Kolokolʹcov, Vassilij N. - In: Dynamic games and applications : DGA 12 (2022) 2, pp. 552-573
Persistent link: https://www.econbiz.de/10013198717
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