Numerical methods for pursuit-evasion games via viscosity solutions (Q4938856)

This paper concerns with numerical approximation of viscosity solutions of Hamilton-Jacobi-Isaacs equations. These equations are related to differential games. The authors present an overview of uniqueness results for Hamilton-Jacobi equations including some discontinuous cases where viscosity solutions are replaced by Subbotin solutions (cf. for, instance, [\textit{A. I. Subbotin}, ``Generalized solutions of first-order PDEs. The dynamical optimization perspective'' (1994; Zbl 0820.35003)]), called ``envelope solutions'' in the present paper. The minimum time problem to reach a target with constraints is studied when both target and set of constraints are regular enough (Lipschitz) (for a more general result see [\textit{P. Cardaliaguet}, \textit{M. Quincampoix} and \textit{P. Saint-Pierre}, C. R. Acad. Sci., Paris, Sér. I 321, No. 12, 1543-1548 (1995; Zbl 0842.90138)]). Various numerical experiments are discussed for classical examples of differential games. A very interesting section discusses tricks and algorithms for obtaining efficient computation of the value function; among these tricks we can notice the refinement procedure introduced by P. Saint-Pierre in [\textit{P. Cardaliaguet}, \textit{M. Quincampoix} and \textit{P. Saint-Pierre}, RAIRO, Modélisation Math. Anal. Numér. 28, No. 4, 441-461 (1994; Zbl 0821.90145); Ann. Int. Soc. Dyn. Games 4, 177-247 (1999; Zbl 0982.91014)] and [\textit{P. Saint-Pierre}, Appl. Math. Optimization 29, No. 2, 187-209 (1994; Zbl 0790.65081)]. For the entire collection see [Zbl 0919.00032].