Existence of value in differential games with terminal cost function
β Scribed by L. S. Zaremba
- Publisher
- Springer
- Year
- 1983
- Tongue
- English
- Weight
- 675 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
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
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