Infinite horizon differential games for abstract evolution equations
نویسندگان
چکیده
منابع مشابه
Infinite horizon differential games for abstract evolution equations
Berkovitz’s notion of strategy and payoff for differential games is extended to study two player zero-sum infinite dimensional differential games on the infinite horizon with discounted payoff. After proving dynamic programming inequalities in this framework, we establish the existence and characterization of value. We also construct a saddle point for the game. Mathematical subject classificat...
متن کاملInfinite Horizon Noncooperative Differential Games
For a non-cooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinitehorizon games with nonlinear costs exponentially discounted in time. By the analysis of the value functions, we establish the existence of Nash equilibrium solutions in feedback form and provide results and counte...
متن کاملStability of Feedback Solutions for Infinite Horizon Noncooperative Differential Games
We consider a non-cooperative game in infinite time horizon, with linear dynamics and exponentially discounted quadratic costs. Assuming that the state space is onedimensional, we prove that the Nash equilibrium solution in feedback form is stable under nonlinear perturbations. The analysis shows that, in a generic setting, the linear-quadratic game can have either one or infinitely many feedba...
متن کاملInfinite Horizon Noncooperative Differential Games with Non-Smooth Costs
both hi being integrable functions, whose smoothness will be addressed later. Very few results are known on the subject, except in two particular cases: two players zero-sum games and LQ games (where LQ stands for linear-quadratic). Indeed, a key step in this kind of problems is the study of the value function u. In the region where u is smooth, its components satisfy a system of HamiltonJacobi...
متن کاملStochastic PDEs and Infinite Horizon Backward Doubly Stochastic Differential Equations
We give a sufficient condition on the coefficients of a class of infinite horizon BDSDEs, under which the infinite horizon BDSDEs have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations. A probabilistic interpretation for solutions to a class of stochastic partial differential equations...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Clinics
سال: 2003
ISSN: 1807-0302
DOI: 10.1590/s1807-03022003000300003