The concept of value in differential games of survival and viscosity solutions of Hamilton-Jacobi equations

zbMath0758.90093MaRDI QIDQ1198721

Pierpaolo Soravia

Publication date: 16 January 1993

Published in: Differential and Integral Equations (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Isaacs equation; Fleming approximation scheme; Friedman approximation scheme; upper and lower value functions

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

91A23: Differential games (aspects of game theory)

49J20: Existence theories for optimal control problems involving partial differential equations

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

49L99: Hamilton-Jacobi theories

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