ZERO-SUM DIFFERENTIAL-GAMES INVOLVING IMPULSE CONTROLS

被引：42

作者：

YONG, JM ^{[1
]}

机构：

[1] INRIA,SOPHIA ANTIPOLIS,FRANCE

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1994年 / 29卷 / 03期

关键词：

ZERO-SUM DIFFERENTIAL GAME; IMPULSE CONTROL; SWITCHING CONTROL; VISCOSITY SOLUTION;

D O I：

10.1007/BF01189477

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we are concerned with zero-sum differential games with impulse controls, as well as continuous and switching controls. The motivation is optimal impulse control problems with disturbances. The main result is the existence of the value function of the game. Our approach is the theory of viscosity solutions for Hamilton-Jacobi equations.

引用

页码：243 / 261

页数：19

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