Generalized differential games

DOI10.1007/S13235-022-00452-0MaRDI QIDQ6078091zbMATH OpenOpenAlexFDO

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Publication date 27 September 2023

Published in Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13235-022-00452-0

control constraints differential games generalized game Hamilton-Jacobi Isaacs' equation viscosity solution

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Differential games and control (49N70) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23)

Review text

In this paper, a generalized differential game is a two-player differential game, with a constraint on the controls of the players. More precisely, if \(\eta(\tau)\) and \(\xi(\tau)\) respectively denote the controls of the players at time \(\tau\), the authors consider a constraint of type \(g(\eta(\tau),\xi(\tau))\leq 0\) for all \(\tau\), where \(g\) is a continuous function. They show that, under standard assumptions, both the upper and lower value function are solution in viscosity sense of some Hamilton-Jacobi-Isaacs'-type equation. It follows that, under some also adapted Isaacs' assumption, the game has a value. Finally it is shown that the generalized differential game is the limit of a sequence of standard differential games with penalization.

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