Existence of Value and Saddle Point in Infinite-Dimensional Differential Games |
| |
| Authors: | M K Ghosh A J Shaiju |
| |
| Institution: | (1) Department of Mathematics, Indian Institute of Science, Bangalore, India;(2) Department of Mathematics, Indian Institute of Science, Bangalore, India |
| |
| Abstract: | We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the Berkovitz notion of strategies, we prove the existence of value and saddle-point equilibrium. We characterize the value as the unique viscosity solution of the associated Hamilton–Jacobi–Isaacs equation using dynamic programming inequalities. |
| |
| Keywords: | Differential games existence of value Hamilton– Jacobi– Isaacs equation viscosity solutions saddle-point equilibrium |
| 本文献已被 SpringerLink 等数据库收录！ |
|
