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Existence of Value and Saddle Point in Infinite-Dimensional Differential Games

M. K. Ghosh and A. J. Shaiju
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M. K. Ghosh: Indian Institute of Science
A. J. Shaiju: Indian Institute of Science

Journal of Optimization Theory and Applications, 2004, vol. 121, issue 2, No 4, 325 pages

Abstract: Abstract We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the Berkovitz notion of strategies, we prove the existence of value and saddle-point equilibrium. We characterize the value as the unique viscosity solution of the associated Hamilton–Jacobi–Isaacs equation using dynamic programming inequalities.

Keywords: Differential games; existence of value; Hamilton–Jacobi–Isaacs equation; viscosity solutions; saddle-point equilibrium (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/B:JOTA.0000037407.15482.72

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