A deterministic approach to the Skorokhod problem

• Autorzy: Bettiol P.
• Języki publikacji: EN

Abstrakty

EN

We prove an existence and uniqueness result for the solutions to the Skorokhod problem on uniformly prox-regular sets through a deterministic approach. This result can be applied in order to investigate some regularity properties of the value function for differential games with reflection on the boundary.

Słowa kluczowe

EN

Skorokhod problem; reflection on the boundary; differential inclusions; differential games; value function

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2006
• Tom: Vol. 35, no 4
• Strony: 787--802
• Opis fizyczny: Bibliogr. 22 poz.

Twórcy

autor

Bettiol P.

• SISSA/ISAS, via Beirut, 2-4 - 34013 Trieste, Italy,

Bibliografia

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