Abstract
The conditions under which the value function of fixed-duration differential games satisfies the Isaacs equation are relaxed.
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References
Berkovitz, L. D.,The Existence of Value and Saddle Point in Games of Fixed Duration, SIAM Journal on Control and Optimization, Vol. 23, pp. 172–196, 1985.
Bruckner, A. M.,Differentiation of Real Functions, Springer-Verlag, Berlin, Germany, 1978.
Saks, S.,Theory of the Integral, 2nd Revised Edition, G. E. Stechert, New York, New York, 1937.
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Communicated by L. D. Berkovitz
The author thanks Professor L. D. Berkovitz for posing the problem.
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Yong, J. On the Isaacs equation of differential games of fixed duration. J Optim Theory Appl 50, 359–364 (1986). https://doi.org/10.1007/BF00939278
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DOI: https://doi.org/10.1007/BF00939278