A zero-sum differential game with exit time (Q6893252)

The paper extends known results on existence of the value function in the time-optimal problems and the time-optimal problems with a lifeline. It is assumed that the target set and the lifeline are arbitrary closed sets with positive distance between them. Additionally, the payoff depending on a current state and players' controls is considered. The authors propose sufficient condition for existence of the minimax solution in the corresponding Dirichlet problem for the Hamilton-Jacobi equation. In particular, for the differential game with a lifeline, it means only a dynamic advantage of the second player in a small neighborhood of the lifeline.