Geodesic
Hamilton-Jacobi equations in dynamical optimization problems for neutral-type systems
Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 122, pp. 268-277

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The relation between a differential game for neutral-type systems and a Hamilton-Jacobi functional equation with coinvariant derivatives is established. It is proved that the value functional of the game coincides with the minimax solution of this equation. Optimal strategies for the players are described.
Keywords: differential games, Hamilton-Jacobi equations, invariant derivatives.
Mots-clés : neutral-type equations 
@article{VTAMU_2018_23_122_a18,
     author = {M. I. Gomoyunov and N. Yu. Lukoyanov and A. R. Plaksin},
     title = {Hamilton-Jacobi equations in dynamical optimization problems for neutral-type systems},
     journal = {Vestnik rossijskih universitetov. Matematika},
     pages = {268--277},
     publisher = {mathdoc},
     volume = {23},
     number = {122},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTAMU_2018_23_122_a18/}
}
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M. I. Gomoyunov; N. Yu. Lukoyanov; A. R. Plaksin. Hamilton-Jacobi equations in dynamical optimization problems for neutral-type systems. Vestnik rossijskih universitetov. Matematika, Tome 23 (2018) no. 122, pp. 268-277. http://geodesic.mathdoc.fr/item/VTAMU_2018_23_122_a18/