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Contributions to Game Theory and Management, 2009, Volume 2, Pages 450–460 (Mi cgtm67)  

On the Value Function to Differential Games with Simple Motions and Piecewise Linear Data

Lyubov G. Shagalova

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, S. Kovalevskaya str., 16, Ekaterinburg, 620219 Russia
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Abstract: Positional differential games with simple dynamics are considered under assumption that at least one of two input functions (the Hamiltonian and the cost terminal function) is piecewise linear and positively homogeneous. The structure of the value function of the differential game is investigated in the framework of the theory of minimax (or/and viscosity) solutions for Hamilton–Jacobi equations. Inequalities are provided to estimate the value function. Cases of explicit formulas for the value function are pointed out.
Keywords: positional differential games, value function, Hamilton–Jacobi equations, minimax solutions, viscosity solutions, Hopf formulas, piecewise linear functions.
Document Type: Article
Language: English
Citation: Lyubov G. Shagalova, “On the Value Function to Differential Games with Simple Motions and Piecewise Linear Data”, Contributions to Game Theory and Management, 2 (2009), 450–460
Citation in format AMSBIB
\Bibitem{Sha09}
\by Lyubov~G.~Shagalova
\paper On the Value Function to Differential Games with Simple Motions and~Piecewise Linear Data
\jour Contributions to Game Theory and Management
\yr 2009
\vol 2
\pages 450--460
\mathnet{http://mi.mathnet.ru/cgtm67}
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