Differential games of fixed duration with state constraints (Q913675)

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Differential games of fixed duration with state constraints
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    Differential games of fixed duration with state constraints (English)
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    1991
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    We consider differential games of fixed duration with phase coordinate restrictions on the players. Results contained in another paper of the author [SIAM J. Control Optimization 28, No.3, 624-652 (1990)] on games with phase restrictions on only one of the players are extended. Using \textit{L. D. Berkovitz}'s definition of a game [ibid. 23, 172-196 (1985; Zbl 0572.90108)], we prove the existence and continuity (or Lipschitz continuity) of the value under appropriate assumptions. We also note that the value can be characterized as the viscosity solution of the associated Hamilton-Jacobi-Isaacs equation.
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    value function
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    differential games of fixed duration
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    phase coordinate restrictions
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    existence
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    continuity
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    viscosity solution
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    Hamilton-Jacobi- Isaacs equation
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