Existence of value and saddle point in infinite-dimensional differential games

Ghosh, M. K. ; Shaiju, A. J. (2004) Existence of value and saddle point in infinite-dimensional differential games Journal of Optimization Theory and Applications, 121 (2). pp. 301-325. ISSN 0022-3239

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Official URL: http://www.springerlink.com/index/j017243554777u91...

Related URL: http://dx.doi.org/10.1023/B:JOTA.0000037407.15482.72

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.

Item Type:Article
Source:Copyright of this article belongs to Springer.
Keywords:Differential Games; Existence of Value; Hamilton-jacobi-isaacs Equation; Viscosity Solutions; Saddle-point Equilibrium
ID Code:72610
Deposited On:29 Nov 2011 04:34
Last Modified:29 Nov 2011 04:34

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