A strategy-based proof of the existence of the value in zero-sum differential games
Optimization and Control
2013-01-29 v1
Abstract
The value of a zero-sum differential games is known to exist, under Isaacs' condition, as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. In this note we provide a self-contained proof based on the construction of -optimal strategies, which is inspired by the "extremal aiming" method from Krasovskii and Subbotin.
Keywords
Cite
@article{arxiv.1301.6409,
title = {A strategy-based proof of the existence of the value in zero-sum differential games},
author = {Juan Pablo Maldonado López and Miquel Oliu-Barton},
journal= {arXiv preprint arXiv:1301.6409},
year = {2013}
}