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Differential Games of Mixed Type with Control and Stopping Times

  • Mrinal K. GhoshEmail author
  • Mallikarjuna K. S. Rao
  • Dharmatti Sheetal
Article

Abstract.

We study a zero sum differential game of mixed type where each player uses both control and stopping times. Under certain conditions we show that the value function for this problem exists and is the unique viscosity solution of the corresponding variational inequalities. We also show the existence of saddle point equilibrium for a special case of differential game.

Mathematics Subject Classification (2000).

90D25 90D26 

Keywords.

Differential game strategy stopping time value viscosity solution saddle point equilibrium 

Copyright information

© Birkhäuser Verlag Basel/Switzerland 2009

Authors and Affiliations

  • Mrinal K. Ghosh
    • 1
    Email author
  • Mallikarjuna K. S. Rao
    • 2
  • Dharmatti Sheetal
    • 3
  1. 1.Department of MathematicsIndian Institute of ScienceBangaloreIndia
  2. 2.Industrial Engineering and Operations ResearchIndian Institute of TechnologyMumbaiIndia
  3. 3.Laboratoire MIPUniversité Paul SabatierToulouse Cedex 9France

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