Characterizations of the values of differential games (Q1104876): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of the values of differential games |
scientific article |
Statements
Characterizations of the values of differential games (English)
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1988
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Differential games with most general payoffs are considered. It is shown that under some assumptions the upper and lower directional derivatives of the value functions of such differential games satisfy certain relationships. At points of differentiability of the value functions these relationships reduce to the Isaacs equation. As it was shown earlier these relationships imply that the value is a viscosity solution of the Isaacs equation.
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most general payoffs
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upper and lower directional derivatives of the value functions
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Isaacs equation
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viscosity solution
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