Infinite horizon noncooperative differential games with nonsmooth costs (Q2644008): Difference between revisions

This paper deals with the study of infinite-horizon scalar games with either piecewise linear or piecewise smooth costs, exponentially discounted in time. By the analysis of the value functions, it is shown that results about the existence and uniqueness of admissible solutions to the Hamilton-Jacobi (HB) system, and therefore of Nash equilibrium solutions in feedback form, can be recovered as in the smooth costs case, provided the costs are globally monotone. On the other hand, the author presents examples of costs such that the corresponding HJ system has infinitely many admissible solutions or no admissible solutions at all, suggesting that new concepts of equilibria may be needed to study games with general nonlinear costs.