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math.OC2024
Lipschitz Continuity Results for Minimax Solutions of Path-Dependent Hamilton--Jacobi Equations
Mikhail I. Gomoyunov
We consider a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with coinvariant derivatives and a right-end boundary condition. Such problems arise natur…
math.OC2024
Zero-Sum Games for Volterra Integral Equations and Viscosity Solutions of Path-Dependent Hamilton-Jacobi Equations
Mikhail I. Gomoyunov
We consider a game, in which the dynamics is described by a non-linear Volterra integral equation of Hammerstein type with a weakly-singular kernel and the goals of the first and s…