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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: | 27 Aug 2021 17:14 |
| URI: | https://pure.iiasa.ac.at/3643 |
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