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- W4291317301 abstract "This paper considers a formulation of a differential game with constrained dynamics, where one player selects the dynamics and the other selects the applicable cost. When the game is considered on a finite time horizon, its value satisfies an HJB equation with oblique Neumann boundary conditions. The first main result is uniqueness for viscosity solutions to this equation. This uniqueness is applied to obtain the second main result,i which is a unique characterization of the value function for a corresponding infinite time problem. The motivation comes from problems associated with queueing networks, where the games appear in several contexts, including a robust approach to network modeling and optimization and risk-sensitive control." @default.
- W4291317301 created "2022-08-14" @default.
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- W4291317301 date "1999-07-07" @default.
- W4291317301 modified "2023-10-16" @default.
- W4291317301 title "A differential game with constrained dynamics and viscosity solutions of a related HJB equation" @default.
- W4291317301 doi "https://doi.org/10.48550/arxiv.math/9907195" @default.
- W4291317301 hasPublicationYear "1999" @default.
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