Isaacs' Equations for Value-Functions of Differential Games

Frankowska H & Quincampoix M (1992). Isaacs' Equations for Value-Functions of Differential Games. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-055

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Abstract

The authors study value functions of a differential game with payoff which depends on the state at a given end time. They consider differential games with feedback strategies and with nonanticipating strategies. They prove that value-functions are solutions to some Hamilton-Jacobi-Isaacs equations in the viscosity and contingent sense. For these two notions of strategies, with some regularity assumptions, The authors prove that value-functions are the unique solution of Isaacs' equations.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:01
Last Modified: 22 Jul 2016 10:44
URI: http://pure.iiasa.ac.at/3643

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