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Differential game with switching controls on Hilbert space

Published online by Cambridge University Press:  17 February 2009

Siu Pang Yung
Affiliation:
Department of Mathematics, The University of Hong Kong, Hong Kong
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Abstract

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We study differential game problems in which the players can select different maximal monotone operators for the governing evolution system. Setting up our problem on a real Hilbert space, we show that the Elliott-Kalton upper and lower value of the game are viscosity solution of some Hamilton-Jacobi-Isaacs equations. Uniqueness is obtained by assuming condition analogous to the classical Isaacs condition, and thus the existence of value of the game follows.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1997

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