Convexity and Hamiltonian Equations in Differential Games

Goebel, R. (1998). Convexity and Hamiltonian Equations in Differential Games. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-071

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We study a zero sum differential game under strong assumptions of convexity - the cost is one convex for one player, and concave for the other. An explicit necessary and sufficient condition for a saddle point of the game is given in terms of convex analysis subgradients of the conjugate of the cost function. A generalized Hamiltonian equation is shown to describe saddle trajectories of the game.

Item Type: Monograph (IIASA Interim Report)
Research Programs: Dynamic Systems (DYN)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:10
Last Modified: 27 Aug 2021 17:16

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