2 papers
math.AP2026
Time-optimal problem in the space of probabilities measures
Yurii Averboukh, Ekaterina Kolpakova
This paper focuses on the value function in the time-optimal problem for a continuity equation in the space of probability measures. We derive the dynamic programming principle for…
math.OC2024
A Zero-Sum Differential Game with Exit Time
Ekaterina Kolpakova
The paper is concerned with a zero-sum differential game in the case where a payoff is determined by the exit time, that is, the first time when the system leaves the game domain.…