Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls

AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential game solve the respective upper and lower Isaacs' equations in the viscosity sense (introduced by Crandall and Lions (Trans. Amer. Math. Soc. 277 (1983), 1–42). Since such solutions are unique, this yields a fairly simple proof that the game has value should the minimax condition hold. As a further application of viscosity techniques, a new and simpler proof that the upper and lower values can be approximated by the values of certain games with Lipschitz controls is given