Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised

Original language	English
Pages (from-to)	1087-1117
Number of pages	31
Journal	Applied Mathematics and Optimization
Volume	84
Issue number	SUPPL 1
DOIs	https://doi.org/10.1007/s00245-021-09794-4
Publication status	Published - Dec 2021

Co-invariant derivatives, Minimax solutions, Path-dependent Hamilton–Jacobi equations, Viscosity solutions, VISCOSITY SOLUTIONS, FUNCTIONAL-EQUATIONS, Path-dependent Hamilton-Jacobi equations, BELLMAN EQUATIONS, DIFFERENTIAL-GAMES, STOCHASTIC-CONTROL

ID: 23717072