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Construction of the value function in a game of approach with several pursuers

✍ Scribed by A.V. Sinitsyn


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
610 KB
Volume
57
Category
Article
ISSN
0021-8928

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Another Approach to the Existence of Val
✍ Andrzej ŚwiΔ™ch πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 182 KB

The existence of value functions for general two-player, zero-sum stochastic differential games has been obtained by Fleming and Souganidis. In this paper we present a new approach to this problem. We prove optimality inequalities of dynamic programming for viscosity sub-and supersolutions of the as