Differential games with a given value function
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 1, pp. 15-29 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

The set of solutions of a differential game with a terminal payoff functional is investigated. A method is obtained that allows to establish whether a given function is a value of some differential game with a terminal payoff functional. The condition obtained is in fact a condition for the given function to be a minimax (viscosity) solution of some Hamilton–Jacobi equation with Hamiltonian homogeneous in the third variable. We also obtain a sufficient condition for a function to belong to the set of values of differential games with a terminal payoff function.
Keywords: differential games, minimax solutions of Hamilton-–Jacobi equations.
@article{TIMM_2009_15_1_a1,
     author = {Yu. V. Averboukh},
     title = {Differential games with a~given value function},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {15--29},
     year = {2009},
     volume = {15},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2009_15_1_a1/}
}
TY  - JOUR
AU  - Yu. V. Averboukh
TI  - Differential games with a given value function
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2009
SP  - 15
EP  - 29
VL  - 15
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TIMM_2009_15_1_a1/
LA  - ru
ID  - TIMM_2009_15_1_a1
ER  - 
%0 Journal Article
%A Yu. V. Averboukh
%T Differential games with a given value function
%J Trudy Instituta matematiki i mehaniki
%D 2009
%P 15-29
%V 15
%N 1
%U http://geodesic.mathdoc.fr/item/TIMM_2009_15_1_a1/
%G ru
%F TIMM_2009_15_1_a1
Yu. V. Averboukh. Differential games with a given value function. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 1, pp. 15-29. http://geodesic.mathdoc.fr/item/TIMM_2009_15_1_a1/

[1] Krasovskii N. N., Subbotin A. I., Pozitsionnye differentsialnye igry, Nauka, M., 1974, 456 pp. | MR | Zbl

[2] Subbotin A. I., Obobschennye resheniya differentsialnykh uravnenii 1-go poryadka. Perspektivy dinamicheskoi optimizatsii, RKhD, Izhevsk, 2003, 336 pp.

[3] Bardi M., Capuzzo-Dolcetta I., Optimal control and viscosity solutions of Hamilton–Jacobi–Bellman equations, Birkhäuser, Boston, 1997, 570 pp. | MR | Zbl

[4] Demyanov V. F., Rubinov A. M., Osnovy negladkogo analiza i kvazidifferentsialnoe ischislenie, Nauka, M., 1990, 431 pp. | MR

[5] Evans L. K., Gariepi R. F., Teoriya mery i tonkie svoistva funktsii, Nauchnaya kniga, Novosibirsk, 2002, 216 pp.

[6] McShane E. J., “Extension of range of function”, Bull. Amer. Math. Soc., 40:12 (1934), 837–842 | DOI | MR

[7] Evans L. C., Souganidis P. E., “Differential games and representation formulas for solutions of Hamilton–Jacobi–Isaacs equations”, Ind. Univ. Math. J., 33:5 (1984), 773–797 | DOI | MR