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Existence of Value and Saddle Point in Infinite-Dimensional Differential Games

  • M. K. Ghosh
  • A. J. Shaiju
Article

Abstract

We study two-player zero-sum differential games of finite duration in a Hilbert space. Following the Berkovitz notion of strategies, we prove the existence of value and saddle-point equilibrium. We characterize the value as the unique viscosity solution of the associated Hamilton–Jacobi–Isaacs equation using dynamic programming inequalities.

Differential games existence of value Hamilton–Jacobi–Isaacs equation viscosity solutions saddle-point equilibrium 

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Copyright information

© Plenum Publishing Corporation 2004

Authors and Affiliations

  • M. K. Ghosh
    • 1
  • A. J. Shaiju
    • 2
  1. 1.Department of MathematicsIndian Institute of ScienceBangaloreIndia
  2. 2.Department of MathematicsIndian Institute of ScienceBangaloreIndia

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