A differential game with exit costs

DOI10.1007/S13235-019-00334-YzbMATH Open1443.91053arXiv1803.07872OpenAlexW2986237419WikidataQ126842030 ScholiaQ126842030MaRDI QIDQ778079FDOQ778079

Authors: Fabio Bagagiolo, Rosario Maggistro, Marta Zoppello 

Publication date: 30 June 2020

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

Abstract: We study a differential game where two players separately control their own dynamics, pay a running cost, and moreover pay an exit cost (quitting the game) when they leave a fixed domain. In particular, each player has its own domain and the exit cost consists of three different exit costs, depending whether either the first player only leaves its domain, or the second player only leaves its domain, or they both simultaneously leave their own domain. We prove that, under suitable hypotheses, the lower and upper value are continuous and are, respectively, the unique viscosity solution of a suitable Dirichlet problem for a Hamilton-Jacobi-Isaacs equation. The continuity of the values relies on the existence of suitable non-anticipating strategies respecting the domain-constraint. This problem is also treated in this work.

Full work available at URL: https://arxiv.org/abs/1803.07872

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zbMATH Keywords

differential gamesuniquenessviscosity solutionsDirichlet problems for Hamilton-Jacobi-Isaacs equationsexit costsnon-anticipating strategies

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (2)

• Title not available (Why is that?)
• Relationship between the maximum principle and dynamic programming for minimax problems

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