Differential games of mixed type with control and stopping times

Ghosh, Mrinal K. ; Rao, Mallikarjuna K. S. ; Sheetal, Dharmatti (2009) Differential games of mixed type with control and stopping times NODEA : Nonlinear Differential Equations and Applications, 16 (2). pp. 143-158. ISSN 1021-9722

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Official URL: http://www.springerlink.com/content/v3kp0677484j85...

Related URL: http://dx.doi.org/10.1007/s00030-008-6007-6

Abstract

We study a zero sum differential game of mixed type where each player uses both control and stopping times. Under certain conditions we show that the value function for this problem exists and is the unique viscosity solution of the corresponding variational inequalities. We also show the existence of saddle point equilibrium for a special case of differential game.

Item Type:Article
Source:Copyright of this article belongs to Springer-Verlag.
Keywords:Differential Game; Strategy; Stopping Time; Value; Viscosity Solution; Saddle Point Equilibrium
ID Code:11978
Deposited On:10 Nov 2010 06:36
Last Modified:02 Jun 2011 07:36

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