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 satisfied. We state also an explicit uniqueness result for the HJI equations for piecewise continuous coefficients, in which case the usual statement on the existence of value holds.

Garavello, M., Soravia, P. (2006). Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 130(2), 209-229 [10.1007/s10957-006-9099-3].

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

GARAVELLO, MAURO;
2006

Abstract

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 satisfied. We state also an explicit uniqueness result for the HJI equations for piecewise continuous coefficients, in which case the usual statement on the existence of value holds.
Articolo in rivista - Articolo scientifico
Differential games; Discontinuous Lagrangians; Existence of value; Viscosity solutions
English
2006
130
2
209
229
none
Garavello, M., Soravia, P. (2006). Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 130(2), 209-229 [10.1007/s10957-006-9099-3].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/37068
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