Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies

DOI10.1007/S00182-012-0351-9zbMATH Open1277.91015arXiv1202.1443OpenAlexW2048917716MaRDI QIDQ378340FDOQ378340

Authors: Rainer Buckdahn, Marc Quincampoix, Juan Li 

Publication date: 11 November 2013

Published in: International Journal of Game Theory (Search for Journal in Brave)

Abstract: In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are associated with classical nonanticipative strategies (with delay). Imposing on the underlying controls for both players a conditional independence property, we obtain the existence of the value in mixed strategies as the limit of the lower as well as of the upper value functions along a sequence of partitions which mesh tends to zero. Moreover, we characterize this value in mixed strategies as the unique viscosity solution of the corresponding Hamilton-Jacobi-Isaacs equation.

Full work available at URL: https://arxiv.org/abs/1202.1443

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zbMATH Keywords

value functionviscosity solutionIsaacs conditiondynamic programming principle2-person zero-sum differential gamesnonanticipative strategy with delay

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) 2-person games (91A05) Dynamic programming in optimal control and differential games (49L20)

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Cited In (13)

• Continuous-time stochastic games of fixed duration
• Existence of value for a differential game with asymmetric information and signal revealing
• Title not available (Why is that?)
• Differential games with incomplete information on a continuum of initial positions and without Isaacs condition
• Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
• Pure and random strategies in differential game with incomplete informations
• Differential games with asymmetric information and without Isaacs' condition
• Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
• The problem of approach in differential-difference games
• Differential Games
• Regularity theory for the Isaacs equation through approximation methods
• Title not available (Why is that?)
• Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration

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