Add to ORKG7 pagesInternational audienceThe value of a zero-sum differential games is known to exist, under Isaacs condition, as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. In this note we provide a new proof via the construction of ε-optimal strategies, which is inspired in the "extremal aiming" method from Krasovskii and Subbotin
21 pagesInternational audienceIn the present paper we investigate the problem of the existence of a ...
AbstractA zero-sum differential game of infinite horizon is considered. Positive switching costs are...
AbstractThe existence of value functions for general two-player, zero-sum stochastic differential ga...
We address a zero-sum di.erential game with ergodic payoff. We study this problem via the viscosity ...
We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the...
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivi...
In this paper, we study the Hamilton-Jacobi-Isaacs equation of zerosum differential games with disco...
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivi...
We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the...
AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential ga...
A two-person zero-sum differential game with unbounded controls is considered. Under prope...
We apply a modification of the viscosity solution concept introduced in [8] to the Isaacs equation d...
Recent work by the authors and others has demonstrated the connections between the dynamic programmi...
International audienceWe consider a two player, zero sum differential game with a cost of Bolza type...
We consider two-player zero-sum differential games of fixed duration, where the running payoff and t...
21 pagesInternational audienceIn the present paper we investigate the problem of the existence of a ...
AbstractA zero-sum differential game of infinite horizon is considered. Positive switching costs are...
AbstractThe existence of value functions for general two-player, zero-sum stochastic differential ga...
We address a zero-sum di.erential game with ergodic payoff. We study this problem via the viscosity ...
We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the...
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivi...
In this paper, we study the Hamilton-Jacobi-Isaacs equation of zerosum differential games with disco...
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivi...
We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the...
AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential ga...
A two-person zero-sum differential game with unbounded controls is considered. Under prope...
We apply a modification of the viscosity solution concept introduced in [8] to the Isaacs equation d...
Recent work by the authors and others has demonstrated the connections between the dynamic programmi...
International audienceWe consider a two player, zero sum differential game with a cost of Bolza type...
We consider two-player zero-sum differential games of fixed duration, where the running payoff and t...
21 pagesInternational audienceIn the present paper we investigate the problem of the existence of a ...
AbstractA zero-sum differential game of infinite horizon is considered. Positive switching costs are...
AbstractThe existence of value functions for general two-player, zero-sum stochastic differential ga...