A two-person zero-sum game with fixed time duration and the dynamics governed by a system of generalized differential equations is investigated. We focus our attention on the case where player I has to satisfy some general type phase constraints. In the course of the game both players can apply any
Existence of value in a differential game
β Scribed by L.S. Zaremba
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 302 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0167-6911
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β¦ Synopsis
A two-person zero-sum differential game with general type phase constraints and the cost function of the form C = mllX{a(l.X(I). y(fΒ»: ,*,,"I.,.;T M }. where TAl denotes the end of the game. is investigated. Player I possesing incomplete informution can select any lower rI-strategy (in the Friedman sense). while player II having complete information can choose any strategy in the Varaiya-Lin sense. The existence of a vulue lind un optimal strategy for player II is proved under assumptions ensuring the set of all admissible trajectories for player II is compact in the Banach space of all continuous functions.
gives to player I an amount c:::C[x(-),YC)] = sup a(t,x(t),y(t)); I. ";'/-., Til c= fTh(t, x(t),y{t)) dt r. and ( 1.3) ( 1.4) ( 1.5) ( 1.2) ( 1.1
π SIMILAR VOLUMES
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