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Zero-Sum Differential Games Involving Hybrid Controls
Authors:S Dharmatti  M Ramaswamy
Institution:(1) Department of Mathematics, Indian Institute of Science, Bangalore, India;(2) IISc-TIFR Mathematics Program, Tata Institute of Fundamental Research Center, Bangalore, India
Abstract:We study a zero-sum differential game with hybrid controls in which both players are allowed to use continuous as well as discrete controls. Discrete controls act on the system at a given set interface. The state of the system is changed discontinuously when the trajectory hits predefined sets, an autonomous jump set A or a controlled jump set C, where one controller can choose to jump or not. At each jump, the trajectory can move to a different Euclidean space. One player uses all the three types of controls, namely, continuous controls, autonomous jumps, and controlled jumps; the other player uses continuous controls and autonomous jumps. We prove the continuity of the associated lower and upper value functions V and V+. Using the dynamic programming principle satisfied by V and V+, we derive lower and upper quasivariational inequalities satisfied in the viscosity sense. We characterize the lower and upper value functions as the unique viscosity solutions of the corresponding quasivariational inequalities. Lastly, we state an Isaacs like condition for the game to have a value This work was partially supported by Grants DRDO 508 and ISRO 050 to the Non-linear Studies Group, Indian Institute of Science. The first author is a University Grant Commission Research Fellow and the financial support is gratefully acknowledged. The authors thank Prof. M.K. Ghosh, Department of Mathematics, Indian Institute of Science, for introducing the problem and thank the referee for useful suggestions.
Keywords:Dynamic programming principle  viscosity solutions  quasivariational inequalities  hybrid control  differential games
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