Differential games of fixed duration with state constraints

DOI10.1007/BF00940068MaRDI QIDQ913675zbMATH OpenFDO

Authors K. Haji-Ghassemi

Publication date 1991

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00940068

zbMATH Keywords

continuitydifferential games of fixed durationexistenceHamilton-Jacobi- Isaacs equationphase coordinate restrictionsvalue functionviscosity solution

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23)

Review text

We consider differential games of fixed duration with phase coordinate restrictions on the players. Results contained in another paper of the author [SIAM J. Control Optimization 28, No.3, 624-652 (1990)] on games with phase restrictions on only one of the players are extended. Using \textit{L. D. Berkovitz}'s definition of a game [ibid. 23, 172-196 (1985; Zbl 0572.90108)], we prove the existence and continuity (or Lipschitz continuity) of the value under appropriate assumptions. We also note that the value can be characterized as the viscosity solution of the associated Hamilton-Jacobi-Isaacs equation.

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Cites work

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Cited in

(13)

• Construction of approximate saddle-point strategies for differential games in a Hilbert space
• A differential game of unlimited duration
• Existence and characterization of the values of two player differential games with state constraints
• A d-person differential game with state space constraints
• On Differential Games of Fixed Duration with Phase Coordinate Restrictions on One Player
• The Existence of Value and Saddle Point in Games of Fixed Duration
• scientific article; zbMATH DE number 1116733 (Why is no real title available?)
• Computation of value functions in nonlinear differential games with state constraints
• Some recent aspects of differential game theory
• scientific article; zbMATH DE number 7726318 (Why is no real title available?)
• Differential games in a Banach space without discrimination
• A differential game with exit costs
• Existence of a value in games governed by generalized differential equations

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