A strategy-based proof of the existence of the value in zero-sum differential games
Résumé
The value of a zero-sum differential games is known to exist, under Isaacs condition, as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. In this note we provide a new proof via the construction of ε-optimal strategies, which is inspired in the "extremal aiming" method from Krasovskii and Subbotin.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)
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