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Existence of Value and Saddle Point in Infinite-Dimensional Differential Games.
- Source :
- Journal of Optimization Theory & Applications; May2004, Vol. 121 Issue 2, p301-325, 25p
- Publication Year :
- 2004
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 121
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 14576492
- Full Text :
- https://doi.org/10.1023/B:JOTA.0000037407.15482.72