Standard

On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems. / Gomoyunov, M.
In: Journal of Differential Equations, Vol. 399, 01.08.2024, p. 335-362.

Research output: Contribution to journal › Article › peer-review

Harvard

Gomoyunov, M 2024, 'On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems', Journal of Differential Equations, vol. 399, pp. 335-362. https://doi.org/10.1016/j.jde.2024.04.001

APA

Gomoyunov, M. (2024). On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems. Journal of Differential Equations, 399, 335-362. https://doi.org/10.1016/j.jde.2024.04.001

Vancouver

Gomoyunov M. On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems. Journal of Differential Equations. 2024 Aug 1;399:335-362. doi: 10.1016/j.jde.2024.04.001

Author

Gomoyunov, M. / On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems. In: Journal of Differential Equations. 2024 ; Vol. 399. pp. 335-362.

BibTeX

@article{b0f582f1231247c3bf56881cc8cb75ab,
title = "On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems",
abstract = "This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order and a Bolza cost functional. The differential game is associated to the Cauchy problem for the path-dependent Hamilton–Jacobi–Bellman–Isaacs equation with so-called fractional coinvariant derivatives of order α and the corresponding right-end boundary condition. A notion of a viscosity solution of the Cauchy problem is introduced, and the value functional of the differential game is characterized as a unique viscosity solution of this problem.",
author = "M. Gomoyunov",
year = "2024",
month = aug,
day = "1",
doi = "10.1016/j.jde.2024.04.001",
language = "English",
volume = "399",
pages = "335--362",
journal = "Journal of Differential Equations",
issn = "0022-0396",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems

AU - Gomoyunov, M.

PY - 2024/8/1

Y1 - 2024/8/1

N2 - This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order and a Bolza cost functional. The differential game is associated to the Cauchy problem for the path-dependent Hamilton–Jacobi–Bellman–Isaacs equation with so-called fractional coinvariant derivatives of order α and the corresponding right-end boundary condition. A notion of a viscosity solution of the Cauchy problem is introduced, and the value functional of the differential game is characterized as a unique viscosity solution of this problem.

AB - This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order and a Bolza cost functional. The differential game is associated to the Cauchy problem for the path-dependent Hamilton–Jacobi–Bellman–Isaacs equation with so-called fractional coinvariant derivatives of order α and the corresponding right-end boundary condition. A notion of a viscosity solution of the Cauchy problem is introduced, and the value functional of the differential game is characterized as a unique viscosity solution of this problem.

UR - http://www.scopus.com/inward/record.url?partnerID=8YFLogxK&scp=85190144765

U2 - 10.1016/j.jde.2024.04.001

DO - 10.1016/j.jde.2024.04.001

M3 - Article

VL - 399

SP - 335

EP - 362

JO - Journal of Differential Equations

JF - Journal of Differential Equations

SN - 0022-0396

ER -

ID: 55695766