We apply a modification of the viscosity solution concept introduced in [8] to the Isaacs equation defined on the set attainable from a given set of initial conditions. We extend the notion of a lower strategy introduced by us in [17] to a more general setting to prove that the lower and upper values of a differential game are subsolutions (resp. supersolutions) in our sense to the upper (resp. lower) Isaacs equation of the differential game. Our basic restriction is that the variable duration time of the game is bounded above by a certain number T>0. In order to obtain our results, we prove the Bellman optimality principle of dynamic programming for differential games
We consider control problems with trajectories which involve ordinary measureable control functions ...
We study singular perturbations of optimal stochastic control problems and differential games arisi...
21 pagesInternational audienceIn the present paper we investigate the problem of the existence of a ...
Recent work by the authors and others has demonstrated the connections between the dynamic programmi...
AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential ga...
Abstract. Motivated by the work of Fleming [5], we shall provide the general framework to associate ...
Recent work by the authors [this Journal, 23 (1985), pp. 566-583], has demonstrated the con-nections...
7 pagesInternational audienceThe value of a zero-sum differential games is known to exist, under Isa...
AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential ga...
AbstractThe existence of value functions for general two-player, zero-sum stochastic differential ga...
In this paper, we study the Hamilton-Jacobi-Isaacs equation of zerosum differential games with disco...
We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the...
Abstract — We describe and implement an algorithm for computing the set of reachable states of a con...
International audienceWe consider a two player, zero sum differential game with a cost of Bolza type...
International audienceWe consider a two player, zero sum differential game with a cost of Bolza type...
We consider control problems with trajectories which involve ordinary measureable control functions ...
We study singular perturbations of optimal stochastic control problems and differential games arisi...
21 pagesInternational audienceIn the present paper we investigate the problem of the existence of a ...
Recent work by the authors and others has demonstrated the connections between the dynamic programmi...
AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential ga...
Abstract. Motivated by the work of Fleming [5], we shall provide the general framework to associate ...
Recent work by the authors [this Journal, 23 (1985), pp. 566-583], has demonstrated the con-nections...
7 pagesInternational audienceThe value of a zero-sum differential games is known to exist, under Isa...
AbstractIt is demonstrated that the upper and lower values of a two-person, zero-sum differential ga...
AbstractThe existence of value functions for general two-player, zero-sum stochastic differential ga...
In this paper, we study the Hamilton-Jacobi-Isaacs equation of zerosum differential games with disco...
We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the...
Abstract — We describe and implement an algorithm for computing the set of reachable states of a con...
International audienceWe consider a two player, zero sum differential game with a cost of Bolza type...
International audienceWe consider a two player, zero sum differential game with a cost of Bolza type...
We consider control problems with trajectories which involve ordinary measureable control functions ...
We study singular perturbations of optimal stochastic control problems and differential games arisi...
21 pagesInternational audienceIn the present paper we investigate the problem of the existence of a ...