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- Title
Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games.
- Authors
Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas
- Abstract
We characterize solutions of a class of time-homogeneous optimal control problems with semilinear running costs and state constraints as maximal viscosity subsolutions to Hamilton-Jacobi equations and show that optimal solutions to these problems can be constructed explicitly. We present applications to large deviations problems arising in evolutionary game theory.
- Subjects
HAMILTON-Jacobi equations; LARGE deviations (Mathematics); GAME theory; COST; GAMES
- Publication
Mathematics of Operations Research, 2022, Vol 47, Issue 1, p72
- ISSN
0364-765X
- Publication type
Article
- DOI
10.1287/moor.2020.1114