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Value function-based approach to the scheduling of multiple controllers

✍ Scribed by Jong Min Lee; Jay H. Lee

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
219 KB
Volume
18
Category
Article
ISSN
0959-1524

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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