Differential Games of inf-sup Type and Isaacs Equations

Differential Games of inf-sup Type and Isaacs Equations Motivated by the work of Fleming, we provide a general framework to associate inf-sup type values with the Isaacs equations. We show that upper and lower bounds for the generators of inf-sup type are upper and lower Hamiltonians, respectively. In particular, the lower (resp. upper) bound corresponds to the progressive (resp. strictly progressive) strategy. By the Dynamic Programming Principle and identification of the generator, we can prove that the inf-sup type game is characterized as the unique viscosity solution of the Isaacs equation. We also discuss the Isaacs equation with a Hamiltonian of a convex combination between the lower and upper Hamiltonians. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Differential Games of inf-sup Type and Isaacs Equations

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Publisher
Springer-Verlag
Copyright
Copyright © 2005 by Springer
Subject
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-004-0818-6
Publisher site
See Article on Publisher Site

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