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A zero sum differential game in a Hilbert space |
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| Authors: | Mrinal K Ghosh |
| Institution: | Department of Mathematics, Indian Institute of Science, Bangalore 560 012, India |
| Abstract: | We study a zero sum differential game of fixed duration in a separable Hilbert space. We prove a minimax principle and establish the equivalence between the dynamic programming principle and the existence of a saddle point equilibrium. We also prove sufficient conditions for optimality. |
| Keywords: | Differential games Optimal strategy Saddle point equilibrium Hamilton-Jacobi-Isaacs equation Minimax principle |
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