Differential games with continuous, switching and impulse controls
暂无分享,去创建一个
A two-person zero-sum differential game of infinite duration with discounted payoff involving hybrid controls is studied. The minimizing player is allowed to take continuous, switching, and impulse controls whereas the maximizing player is allowed to take continuous and switching controls. By taking strategies in the sense of Elliott-Kalton, the authors prove the existence of value and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities.
[1] J. Yong. Differential games with switching strategies , 1990 .
[2] J. Yong. A zero-sum differential game in a finite duration with switching strategies , 1990 .
[3] P. Souganidis,et al. Differential Games and Representation Formulas for Solutions of Hamilton-Jacobi-Isaacs Equations. , 1983 .
[4] M. Bardi,et al. Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations , 1997 .
[5] J. Yong. Zero-sum differential games involving impulse controls , 1994 .