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

被引:10
|
作者
Garavello, M. [1 ]
Soravia, P.
机构
[1] Univ Milano Bicocca, Dipartimento Matemat & Applicaz, Milan, Italy
[2] Univ Padua, Dipartimento Matemat Pura & Applicata, I-35131 Padua, Italy
关键词
differential games; viscosity solutions; existence of value; discontinuous Lagrangians;
D O I
10.1007/s10957-006-9099-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
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.
引用
收藏
页码:209 / 229
页数:21
相关论文
共 50 条