Existence of Value and Saddle Point in Infinite-Dimensional Differential Games

Ghosh, MK and Shaiju, AJ (2004) Existence of Value and Saddle Point in Infinite-Dimensional Differential Games. In: Journal of Optimization Theory and Applications, 121 (2). pp. 301-325.

PDF fulltext.pdf Restricted to Registered users only Download (207Kb) | Request a copy

Abstract

We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the Berkovitz notion of strategies, we prove the existence of value and saddle-point equilibrium. We characterize the value as the unique viscosity solution of the associated Hamilton–Jacobi–Isaacs equation using dynamic programming inequalities.

Item Type:	Journal Article
Additional Information:	copyright belongs to the Springer
Keywords:	Differential games - existence of value - Hamilton–Jacobi–Isaacs equation - viscosity solutions - saddle-point equilibrium
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	24 Feb 2008
Last Modified:	19 Sep 2010 04:42
URI:	http://eprints.iisc.ernet.in/id/eprint/12915

Actions (login required)

View Item