Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised

Standard

Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised. / Gomoyunov, Mikhail I.; Lukoyanov, Nikolai Yu ; Plaksin, Anton R.
в: Applied Mathematics and Optimization, Том 84, № SUPPL 1, 12.2021, стр. 1087-1117.

Результаты исследований: Вклад в журнал › Статья › Рецензирование

BibTeX

@article{c17542311b634e9eab45eb4cce3db1e4,

title = "Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised",

keywords = "Co-invariant derivatives, Minimax solutions, Path-dependent Hamilton–Jacobi equations, Viscosity solutions, VISCOSITY SOLUTIONS, FUNCTIONAL-EQUATIONS, Path-dependent Hamilton-Jacobi equations, BELLMAN EQUATIONS, DIFFERENTIAL-GAMES, STOCHASTIC-CONTROL",

author = "Gomoyunov, {Mikhail I.} and Lukoyanov, {Nikolai Yu} and Plaksin, {Anton R.}",

note = "Publisher Copyright: {\textcopyright} 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.",

year = "2021",

month = dec,

doi = "10.1007/s00245-021-09794-4",

language = "English",

volume = "84",

pages = "1087--1117",

journal = "Applied Mathematics and Optimization",

issn = "0095-4616",

publisher = "Springer New York",

number = "SUPPL 1",

}

RIS

TY - JOUR

T1 - Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised

AU - Gomoyunov, Mikhail I.

AU - Lukoyanov, Nikolai Yu

AU - Plaksin, Anton R.

PY - 2021/12

Y1 - 2021/12

KW - Co-invariant derivatives

KW - Minimax solutions

KW - Path-dependent Hamilton–Jacobi equations

KW - Viscosity solutions

KW - VISCOSITY SOLUTIONS

KW - FUNCTIONAL-EQUATIONS

KW - Path-dependent Hamilton-Jacobi equations

KW - BELLMAN EQUATIONS

KW - DIFFERENTIAL-GAMES

KW - STOCHASTIC-CONTROL

UR - http://www.scopus.com/inward/record.url?scp=85108605401&partnerID=8YFLogxK

UR - https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=000664814600001

UR - https://elibrary.ru/item.asp?id=46841501

U2 - 10.1007/s00245-021-09794-4

DO - 10.1007/s00245-021-09794-4

M3 - Article

AN - SCOPUS:85108605401

VL - 84

SP - 1087

EP - 1117

JO - Applied Mathematics and Optimization

JF - Applied Mathematics and Optimization

SN - 0095-4616

IS - SUPPL 1

ER -

ID: 23717072