Path-dependent zero-sum deterministic games with intermediate Hamiltonians

DOI10.3934/NACO.2024022MaRDI QIDQ6668666zbMATH OpenFDO

Authors Daniel Hernández-Hernández, Hidehiro Kaise

Publication date 22 January 2025

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/NACO.2024022

zbMATH Keywords

differential gamesintermediate HamiltoniansIsaacs equationspath-dependent systemsviscosity solutionszero-sum games

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations in optimal control and differential games (49L12) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Differential games and control (49N70) Differential games (aspects of game theory) (91A23)

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• Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation
• Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians
• Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model

Cited in

(1)

• Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions

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