Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games

被引：19
作者：
Gaitsgory, V
机构：
[1] School of Mathematics, University of South Australia, Levels, Pooraka
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1996年 / 202卷 / 03期
基金：
澳大利亚研究理事会;
关键词：
D O I：
10.1006/jmaa.1996.0352
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A singularly perturbed zero-sum differential game with full information is considered. Upper and lower value functions of this game are shown to have limits as the singular perturbations parameter tends to zero. These limits are established to coincide with viscosity solutions of some Hamilton-Jacobi type equations. A special case and two examples are considered to illustrate the general results. (C) 1996 Academic Press, Inc.
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页码：862 / 899
页数：38
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