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Differential games with optional stopping

Published online by Cambridge University Press:  24 October 2008

N. J. Kalton
N. J. Kalton
Affiliation:
Department of Pure Mathematics, University College of Swansea
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Extract

Consider a differential game of survival governed by the differential equation

in , with pay-off

where tF is the entry time of the trajectory (t, x(t)) into a given terminal set F. Under suitable conditions on f, g, h and the terminal set F, it was shown in (3) that the question of existence of value of such a game can be approached by considering a certain pair of partial differential equations called the Isaacs-Bellman equations.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 76 , Issue 1 , July 1974 , pp. 263 - 284
Copyright
Copyright © Cambridge Philosophical Society 1974

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References

REFERENCES

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