Preview
Unable to display preview. Download preview PDF.
References
N.N. Krasovski and A.I. Subbotin. Positional Differential Games. Nauka, Moscow, 1974 (in Russian).
N.N. Krasovski. Differential games. Approximation and formal models (in Russian). Matematicheskie Sbornik, 107(7)(1978).
W.H. Fleming. The convergence problem for differential games. Journal of Mathematical Analysis and Applications, 3(1961).
L.S. Pontryagin. Linear differential games. II. Soviet Mathematics Doklady, 8(1967)910–912.
B.N. Pshenichnyi. The structure of differential games. Soviet Mathematics Doklady, 10(1969)70–72.
R. Isaacs. Differential Games. J. Wiley, New York, 1965.
A.I. Subbotin. Generalization of the main equation of differential game theory. Journal of Optimization Theory and Applications, 43(1984).
A.I. Subbotin and N.N. Subbotina. Properties of the potential of a differential game (in Russian). Prikladnaya Mathematika i Mekhanika, 46(1982).
V.F. Demyanov. Minimax: Directional Differentiation. Leningrad University Press, Leningrad, 1974.
S.N. Kruzkov. Generalization solutions of nonlinear first-order equations with many independent variables. I (in Russian). Matematicheskie Sbornik, 70(3)(1966).
N.V. Krylov. Controlled Diffusion Processes. Springer-Verlag, New York, 1980.
M.M. Hrustalev. Necessary and sufficient conditions of optimality in the form of the Bellman equation. Soviet Mathematics Doklady, 19(1978).
M.G. Crandall and P.L. Lions. Viscosity solutions of Hamilton-Jacobi equations. Transactions of the American Mathematical Society, 277(1983).
E.N. Barron, L.C. Evans and R. Jensen. Viscosity solutions of Isaacs' equations and differential games with Lipschitz conditions. Journal of Differential Equations, 53(1984).
R.S. Liptzer and A.N. Shiryaev. Statistics of Random Processes. Nauka, Moscow, 1974 (in Russian).
I.I. Gikman and A.V. Skorohod. Stochastic Differential Equations. Springer-Verlag, Berlin, 1972.
P. Bellman. Dynamic Programming. Princeton University Press, Princeton, New Jersey, 1957.
N.N. Krasovski and V.E. Tret'jakov. A saddle point of a stochastic differential game (in Russian). Doklady Akademii Nauk SSSR, 254(1980).
V.E. Tret'jakov. A program synthesis in a stochastic differential game (in Russian). Doklady Akademii Nauk SSSR, 270(1983).
J. Warga. Optimal Control of Differential and Functional Equations. Academic Press, 1972.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1986 International Institute for Applied Systems Analysis
About this paper
Cite this paper
Subbotina, N.N., Subbotin, A.I., Tret'jakov, V.E. (1986). Stochastic and deterministic control: Differential inequalities. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007149
Download citation
DOI: https://doi.org/10.1007/BFb0007149
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-16659-7
Online ISBN: 978-3-540-39841-7
eBook Packages: Springer Book Archive