Differential games with switching strategies

DOI10.1016/0022-247X(90)90413-AzbMath0693.90107OpenAlexW1978127893MaRDI QIDQ908867

Jiong-min Yong

Publication date: 1990

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(90)90413-a

zbMATH Keywords

infinite horizonviscosity solutionquasi-variational inequalitieszero-sum differential gamebilateral obstaclesElliott-Kalton valuePositive switching costs

Mathematics Subject Classification ID

Variational inequalities (49J40) Game theory (91A99) Differential games (aspects of game theory) (91A23)

Related Items (7)

Infinite dimensional differential games with hybrid controls ⋮ Zero-sum differential games involving hybrid controls ⋮ The value of a minimax problem involving impulse control ⋮ A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time ⋮ Stochastic hybrid differential games and match race problems ⋮ Differential games with continuous, switching and impulse controls ⋮ Zero-sum differential games involving impulse controls

Cites Work

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• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
• The existence of value in differential games

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