Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed StrategiesReport as inadecuate



 Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed Strategies


Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed Strategies - Download this document for free, or read online. Document in PDF available to download.

Download or read this book online for free in PDF: Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed Strategies
In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are associated with classical nonanticipative strategies with delay. Imposing on the underlying controls for both players a conditional independence property, we obtain the existence of the value in mixed strategies as the limit of the lower as well as of the upper value functions along a sequence of partitions which mesh tends to zero. Moreover, we characterize this value in mixed strategies as the unique viscosity solution of the corresponding Hamilton-Jacobi-Isaacs equation.



Author: Rainer Buckdahn; Juan Li; Marc Quincampoix

Source: https://archive.org/







Related documents