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math.OC2020
Path-Dependent Hamilton--Jacobi Equations: The Minimax Solutions Revised
Mikhail I. Gomoyunov, Nikolai Yu. Lukoyanov, Anton R. Plaksin
Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hami…
math.OC2020★ 1 cited
Viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations for time-delay systems
Anton Plaksin
The paper deals with a zero-sum differential game for a dynamical system which motion is described by a nonlinear delay differential equation under an initial condition defined by…