Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems
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Publication:4992020
differential gamesHamilton-Jacobi equationstime-delay systemsviscosity solutionscoinvariant derivatives
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Nonsmooth analysis (49J52) Hamilton-Jacobi equations (35F21) Optimality conditions for problems involving relations other than differential equations (49K21) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Abstract: The paper deals with a zero-sum differential game for a dynamical system which motion is described by a nonlinear delay differential equation under an initial condition defined by a piecewise continuous function. The corresponding Cauchy problem for Hamilton-Jacobi-Bellman-Isaacs equation with coinvariant derivatives is derived and the definition of a viscosity solution of this problem is considered. It is proved that the differential game has the value that is the unique viscosity solution. Moreover, based on notions of sub- and superdifferentials corresponding to coinvariant derivatives, the infinitesimal description of the viscosity solution is obtained. The example of applying these results is given.
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Cited in
(8)- Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems
- Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations
- Path-dependent Hamilton-Jacobi equations: the minimax solutions revised
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
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- Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations
- Viscosity Solutions to Delay Differential Equations in Demo-Economy
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