Limit Hamilton–Jacobi–Isaacs Equations f
✍
Vladimir Gaitsgory
📂
Article
📅
1996
🏛
Elsevier Science
🌐
English
⚖ 351 KB
A singularly perturbed zero-sum differential game with full information is considered. Upper and lower value functions of this game are shown to have limits as the singular perturbations parameter tends to zero. These limits are established to coincide with viscosity solutions of some Hamilton᎐Jacob