Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies

DOI10.1007/S00182-012-0351-9zbMath1277.91015arXiv1202.1443OpenAlexW2048917716MaRDI QIDQ378340

Marc Quincampoix, Rainer Buckdahn, Juan Li

Publication date: 11 November 2013

Published in: International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.1443

zbMATH Keywords

viscosity solutionvalue functionIsaacs conditiondynamic programming principle2-person zero-sum differential gamesnonanticipative strategy with delay

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) 2-person games (91A05) Differential games (aspects of game theory) (91A23)

Related Items (11)

Existence of value for a differential game with asymmetric information and signal revealing ⋮ Differential games with incomplete information on a continuum of initial positions and without Isaacs condition ⋮ The problem of approach in differential-difference games ⋮ Continuous-time stochastic games of fixed duration ⋮ Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition ⋮ Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition ⋮ Pure and random strategies in differential game with incomplete informations ⋮ Differential Games ⋮ Differential games with asymmetric information and without Isaacs' condition ⋮ Regularity theory for the Isaacs equation through approximation methods ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration

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