Shaiju, AJ and Dharmatti, Sheetal (2005) Differential games with continuous, switching and impulse controls. In: Nonlinear Analysis, 63 (1). pp. 23-41.
A two-person zero-sum differential game of infinite duration with discounted payoff involving hybrid controls is studied. The minimizing player is allowed to take continuous, switching, and impulse controls whereas the maximizing player is allowed to take continuous and switching controls. By taking strategies in the sense of Elliott-Kalton, the authors prove the existence of value and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities.
|Item Type:||Journal Article|
|Additional Information:||Copyright for this article belongs to Elsevier Ltd.|
|Keywords:||Differential games;Viscosity solutions;Strategy;Mixed controls;Value|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||23 Nov 2007|
|Last Modified:||19 Sep 2010 04:20|
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