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Risk-sensitive control and differential games in infinite dimensions

Author
SWIECH, Andrzej1
[1] School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332, United States
Source

Nonlinear analysis. 2002, Vol 50, Num 4, pp 509-522 ; ref : 21 ref

CODEN
NOANDD
ISSN
0362-546X
Scientific domain
Mathematics; Mechanics acoustics
Publisher
Elsevier, Oxford
Publication country
United Kingdom
Document type
Article
Language
English
Keyword (fr)
Analyse sensibilité Dimension infinie Equation Bellman Equation Hamilton Jacobi Fonction gain Jeu différentiel Minimisation Optimisation Problème valeur limite Solution viscosité Théorie jeu Théorie risque Commande risque sensible Continuité Lipschitz Equation Hamilton Jacobi Bellman Isaacs Temps sortie
Keyword (en)
Sensitivity analysis Infinite dimension Bellman equation Hamilton Jacobi equation Payoff function Differential game Minimization Optimization Boundary value problem Viscosity solution Game theory Risk theory Risk sensitive control Lipschitz continuity Hamilton Jacobi Bellman Isaacs equation Exit time
Keyword (es)
Análisis sensibilidad Dimensión infinita Ecuación Bellman Ecuación Hamilton Jacobi Función ganancia Juego diferencial Minimización Optimización Problema valor limite Solución viscosidad Teoría juego Teoría riesgo Continuidad Lipschitz
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E18 Calculus of variations and optimal control

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A07 Game theory

Discipline
Mathematics Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
13686566

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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