Convexity and Hamiltonian Equations in Differential Games

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4477 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4477 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4477 archive 351 disk0/00/00/55/80 2016-01-15 02:10:13 2021-08-27 17:16:25 2016-01-15 02:10:13 monograph show 2 Goebel R. 7677 Convexity and Hamiltonian Equations in Differential Games pub iis_met iis_sys prog_dyn 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. 1998-08 published IR-98-071 IR-98-071 1288 public interim_report IIASA, Laxenburg, Austria 19 FALSE info:eu-repo/semantics/book