Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games

In this paper, we study the Hamilton-Jacobi-Isaacs equation of zerosum differential games with discontinuous running cost. For such class of equations, the uniqueness of the solutions is not guaranteed in general. We prove principles of optimality for viscosity solutions where one of the players can...

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Veröffentlicht in:Journal of optimization theory and applications 2006-08, Vol.130 (2), p.209-229
Hauptverfasser: GARAVELLO, M, SORAVIA, P
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we study the Hamilton-Jacobi-Isaacs equation of zerosum differential games with discontinuous running cost. For such class of equations, the uniqueness of the solutions is not guaranteed in general. We prove principles of optimality for viscosity solutions where one of the players can play either causal strategies or only a subset of continuous strategies. This allows us to obtain nonstandard representation formulas for the minimal and maximal viscosity solutions and prove that a weak form of the existence of value is always satised. We state also an explicit uniqueness result for the HJI equations for piecewise continuous coefcients, in which case the usual statement on the existence of value holds. [PUBLICATION ABSTRACT]
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-006-9099-3