Approximating the value of zero-sum differential games with linear payoffs and dynamics

DOI10.1007/S10957-023-02236-XMaRDI QIDQ6163953zbMATH OpenOpenAlexFDO

Authors J. Kuipers, G. Schoenmakers, Kateřina Staňková

Publication date 26 July 2023

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-023-02236-x

zbMATH Keywords

differential gamesstochastic gamesviscosity solutions

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) 2-person games (91A05) Differential games (aspects of game theory) (91A23)

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Cites work

• Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
• Contributions to the Theory of Games (AM-40), Volume IV
• scientific article; zbMATH DE number 1405864 (Why is no real title available?)
• scientific article; zbMATH DE number 2202842 (Why is no real title available?)
• Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(8)

• A new approach to \(n\)-person, nonzero sum, linear differential games
• Differential games for neutral-type systems: an approximation model
• A Dijkstra-type algorithm for dynamic games
• Structure of approximate solutions of dynamic continuous time zero-sum games
• Approximation schemes for finding the value functions for differential games with nonterminal payoff functional
• scientific article; zbMATH DE number 836592 (Why is no real title available?)
• scientific article; zbMATH DE number 7526296 (Why is no real title available?)
• PARAMETER ANALYSIS OF A ZERO-SUM DIFFERENTIAL GAME APPROXIMATING A NONZERO-SUM GAME

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