Zero-sum differential games involving impulse controls (Q1322716)

This paper is devoted to the study of two-person, zero-sum differential games with fixed time duration in \(\mathbb{R}^ n\). The dynamics of the game is described by the equation \[ \dot y= f(t,y,\eta(t))+ \dot\xi(t),\quad y(0-)= x,\quad x\in [0,T] \] with \(f\) bounded, continuous in \(t\) and Lipschitzian in \(y\), and with two controls: \(\eta(\cdot)\) (for the first player) is a measurable function with values in a metric space \(U\) and \(\xi(\cdot)\) (for the second one) is a piecewise-constant function (he selects the instants and power of the jumps). The payoff function consists of 3 terms: the terminal, integral and the impulse term. The first player tends to maximization of the payoff. The strategies of both players are understood as usual, namely, as nonanticipating operators between the sets of admissible controls. The upper \(V^ +(t,x)\) and the lower \(V^ -(t,x)\) values of the game are defined as usual. It is proved that \(V^ +\) and \(V^ -\) are bounded and continuous. The optimality conditions in form of the integral Hamilton-Jacobi equations and the Isaacs equations are presented. \(V^ +\) and \(V^ -\) are viscosity solutions of the Isaacs equation. One condition for unicity of these viscosity solutions is proved. As conclusion, the existence of the value of this game is obtained. The optimal control problem and differential, zero-sum games with continuous, switching and impulse controls are also studied.