Differential Games of Mixed Type with Control and Stopping Times

被引:0
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作者
Mrinal K. Ghosh
Mallikarjuna K. S. Rao
Dharmatti Sheetal
机构
[1] Indian Institute of Science,Department of Mathematics
[2] Indian Institute of Technology,Industrial Engineering and Operations Research
[3] Université Paul Sabatier,Laboratoire MIP
关键词
90D25; 90D26; Differential game; strategy; stopping time; value; viscosity solution; saddle point equilibrium;
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学科分类号
摘要
We study a zero sum differential game of mixed type where each player uses both control and stopping times. Under certain conditions we show that the value function for this problem exists and is the unique viscosity solution of the corresponding variational inequalities. We also show the existence of saddle point equilibrium for a special case of differential game.
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页码:143 / 158
页数:15
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