Existence of value and saddle point in infinite-dimensional differential games. (Q703176)
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English | Existence of value and saddle point in infinite-dimensional differential games. |
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Existence of value and saddle point in infinite-dimensional differential games. (English)
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11 January 2005
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The authors study the existence of a value for a differential game with terminal payoff in a Hilbert space. In order to extend the well-known corresponding results (of Evans Sangonidis) in finite dimensional spaces to infinite dimension, they assume that the dynamics \[ X'(t)=-Ax(t)+f(t,x (t),u(t),v(t)) \] are such that the semigroup associated with \(A\) is compact analytic. They prove the existence of the value with the Berkowitz-Friedman notion of strategies using the same schema as used in the pioneering work of Evans Sangonidis: -- the values satisfy the Hamilton-Jacobi POE in viscosity sense -- the Hamilton-Jacobi PDE have a unique solution (under Isaacs condition). Consequently the value does exist.
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