VISCOSITY SOLUTIONS AND PROGRAMMED ITERATION METHOD FOR ISAACS EQUATION

被引：0
作者：
Nikitin, F. F. [1 ]
机构：
[1] St Petersburg State Univ, St Petersburg 199034, Russia
来源：
VESTNIK SANKT-PETERBURGSKOGO UNIVERSITETA SERIYA 10 PRIKLADNAYA MATEMATIKA INFORMATIKA PROTSESSY UPRAVLENIYA | 2014年 / 10卷 / 02期
关键词：
zero-sum differential games; viscosity solutions; Isaacs equation; programmed iteration method; value operators; value of differential game;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
To solve zero-sum differential games Isaacs derived PDE of Hamilton-Jacobi type for value function. However, in many differential games the value function is not smooth. The theory of viscosity solutions overcomes non-smoothness of the value function by introducing generalized solutions of PDE. Programmed iteration method considers functional equation for the value function which is called generalized Isaacs-Bellman equation. In the paper connection between the theory of viscosity solutions and programmed iteration method is studied. It turns out that successive approximations utilized in programmed iteration method for finding solutions of generalized Isaacs-Bellman equation and any fixed point of value operators are corresponding viscosity super or sub-solutions of Isaacs equation.
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收藏
页码：84 / 92
页数：9
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