Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
From MaRDI portal
Publication:378340
DOI10.1007/s00182-012-0351-9zbMath1277.91015arXiv1202.1443MaRDI QIDQ378340
Marc Quincampoix, Rainer Buckdahn, Juan Li
Publication date: 11 November 2013
Published in: International Journal of Game Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.1443
viscosity solution; value function; Isaacs condition; dynamic programming principle; 2-person zero-sum differential games; nonanticipative strategy with delay
49L20: Dynamic programming in optimal control and differential games
91A05: 2-person games
91A23: Differential games (aspects of game theory)
Related Items
Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition, Differential Games, Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration, Differential games with incomplete information on a continuum of initial positions and without Isaacs condition, The problem of approach in differential-difference games, Continuous-time stochastic games of fixed duration, 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, Regularity theory for the Isaacs equation through approximation methods, Existence of value for a differential game with asymmetric information and signal revealing
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some recent aspects of differential game theory
- Zero-sum state constrained differential games: Existence of value for Bolza problem
- Two different approaches to nonzero-sum stochastic differential games
- Axiomatic approach in differential games
- Value-functions for Differential Games and Control Systems with Discontinuous Terminal Cost
- Pursuit Differential Games with State Constraints
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- Existence of Saddle Points in Differential Games
