Verification Theorems for Optimal Feedback Strategies in Differential Games

Ştefan Mirică ()
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Ştefan Mirică: Faculty of Mathematics, University of Bucharest, Academiei 14 70109 Bucharest, Romania

International Game Theory Review (IGTR), 2003, vol. 05, issue 02, 167-189

Abstract: We give complete proofs to the verification theorems announced recently by the author for the "pairs of relatively optimal feedback strategies" of an autonomous differential game. These concepts are considered to describe the possibly optimal solutions of a differential game while the corresponding value functions are used as "instruments" for proving the relative optimality and also as "auxiliary characteristics" of the differential game. The 6 verification theorems in the paper are proved under different regularity assumptions accompanied by suitable differential inequalities verified by the generalized derivatives, mainly of contingent type, of the value function.

Keywords: Differential game; dynamic programming; relatively optimal feedback strategy; value function; verification theorem; Nonsmooth Analysis; monotonicity; 49N70; 49N35; 49L20; 91A23 (search for similar items in EconPapers)
JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S0219198903000878

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