Isaacs' Equations for Value-Functions of Differential Games

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3661 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3661 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3661 archive 351 disk0/00/00/36/43 2016-01-15 02:01:54 2021-08-27 17:14:13 2016-01-15 02:01:54 monograph show 2 Frankowska H. AL0659 Quincampoix M. AL1125 Isaacs' Equations for Value-Functions of Differential Games pub iis_met prog_sds 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. 1992-08 published WP-92-055 WP-92-055 10 1884 2311 public working_paper IIASA, Laxenburg, Austria 22 FALSE info:eu-repo/semantics/book