科研之友
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摘要
The Isaacs equations for differential games in first derived in L-infinity Barron (Nonlinear Anal 14:971-989, 1990) are reformulated so that the Hamiltonians are continuous and result in a simpler problem to analyze numerically. Relaxed differential games in are considered. L-infinity differential games with time and state independent dynamics and convex or quasiconvex terminal data are solved explicitly using a type of Hopf-Lax formula. The stochastic differential game in L-infinity connected to stochastic target problems is also discussed.
- 出版日期2017-6
