English

Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls

Optimization and Control 2022-09-26 v2

Abstract

We consider a two-player zero-sum deterministic differential game where each player uses both continuous and impulse controls in infinite-time horizon. We assume that the impulses supposed to be of general term and the costs depend on the state of the system. We use the dynamic programming principle and viscosity solutions approach to show existence and uniqueness of a solution for the Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equations (PDEs) of the game. We prove under Isaacs condition that the upper and lower value functions coincide.

Keywords

Cite

@article{arxiv.2107.03524,
  title  = {Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls},
  author = {Brahim El Asri and Hafid Lalioui},
  journal= {arXiv preprint arXiv:2107.03524},
  year   = {2022}
}

Comments

30 pages

R2 v1 2026-06-24T03:58:59.359Z