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On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems.
- Source :
-
Journal of Differential Equations . Aug2024, Vol. 399, p335-362. 28p. - Publication Year :
- 2024
-
Abstract
- This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order α ∈ (0 , 1) and a Bolza cost functional. The differential game is associated to the Cauchy problem for the path-dependent Hamilton–Jacobi–Bellman–Isaacs equation with so-called fractional coinvariant derivatives of order α and the corresponding right-end boundary condition. A notion of a viscosity solution of the Cauchy problem is introduced, and the value functional of the differential game is characterized as a unique viscosity solution of this problem. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00220396
- Volume :
- 399
- Database :
- Academic Search Index
- Journal :
- Journal of Differential Equations
- Publication Type :
- Academic Journal
- Accession number :
- 177088573
- Full Text :
- https://doi.org/10.1016/j.jde.2024.04.001