Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems

نویسندگان

چکیده

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 9 January 2020Accepted: 26 February 2021Published online: 27 May 2021Keywordsdifferential games, time-delay systems, Hamilton--Jacobi equations, coinvariant derivatives, viscosity solutionsAMS Subject Headings49N70, 49K21, 49L20, 49J52, 49L25Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: sjcodc

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations

In this paper we study zero-sum two-player stochastic differential games with the help of theory of Backward Stochastic Differential Equations (BSDEs). At the one hand we generalize the results of the pioneer work of Fleming and Souganidis [8] by considering cost functionals defined by controlled BSDEs and by allowing the admissible control processes to depend on events occurring before the beg...

متن کامل

Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations

We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and HamiltonJacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as smoother for multigrid. In contrast with policy iteration, the relaxation scheme is convergent for both HJB and HJBI equations. We show by local Fourier analysis that the damped...

متن کامل

Multigrid Methods for Second Order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations

We propose multigrid methods for solving the discrete algebraic equations arising from the discretization of the second order Hamilton–Jacobi–Bellman (HJB) and Hamilton– Jacobi–Bellman–Isaacs (HJBI) equations. We propose a damped-relaxation method as a smoother for multigrid. In contrast with the standard policy iteration, the proposed damped-relaxation scheme is convergent for both HJB and HJB...

متن کامل

Hamilton-Jacobi-Bellman Equations

This work treats Hamilton-Jacobi-Bellman equations. Their relation to several problems in mathematics is presented and an introduction to viscosity solutions is given. The work of several research articles is reviewed, including the Barles-Souganidis convergence argument and the inaugural papers on mean-field games. Original research on numerical methods for Hamilton-Jacobi-Bellman equations is...

متن کامل

Viscosity Solutions of Hamilton-Jacobi Equations

Problems involving Hamilton-Jacobi equations-which we take to be either of the stationary form H(x, u, Du) = 0 or of the evolution form u, + H(x, t, u, Du) = 0, where Du is the spatial gradient of u-arise in many contexts. Classical analysis of associated problems under boundary and/or initial conditions by the method of characteristics is limited to local considerations owing to the crossing o...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Siam Journal on Control and Optimization

سال: 2021

ISSN: ['0363-0129', '1095-7138']

DOI: https://doi.org/10.1137/20m1311880