Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems
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Publication:4992020
DOI10.1137/20M1311880zbMATH Open1465.49026arXiv2001.07905MaRDI QIDQ4992020FDOQ4992020
Publication date: 4 June 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2001.07905
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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)
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Cited In (8)
- Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations
- Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems
- Path-dependent Hamilton-Jacobi equations: the minimax solutions revised
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- Viscosity Solutions to Delay Differential Equations in Demo-Economy
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