Existence and characterization of the values of two player differential games with state constraints
File(s)Diff-Games_24-June-2019.pdf (385.89 KB)
Accepted version
Author(s)
Bettiol, Piernicola
Quincampoix, Marc
Vinter, Richard B
Type
Journal Article
Abstract
We consider a two player, zero sum differential game with a cost of Bolza type, subject to a state constraint. It is shown that, under a suitable hypothesis concerning existence of inward pointing velocity vectors for the minimizing player at the boundary of the constraint set, the lower value of the game is Lipschitz continuous and is the unique viscosity solution (appropriately defined) of the lower Hamilton-Jacobi-Isaacs equation. If the inward pointing hypothesis is satisfied by the maximizing player’s velocity set, then the upper game is Lipschitz continuous and is the unique solution of the upper Hamilton-Jacobi-Isaacs equation. Under the classical Isaacs condition, the upper and lower Hamilton-Jacobi-Isaacs equation coincide. In this case, even if the inward pointing hypothesis is satisfied w.r.t. both players, the value of the game might fail to exist; however imposing stronger constraint qualifications (involving the existence of inward pointing vectors associated with saddle points for the Hamiltonian) the game value does exist and is the unique solution to this Hamilton-Jacobi-Isaacs equation. The novelty of our work resides in the fact that we permit the two players’ controls to be completely coupled within the dynamic constraint, state constraint and the cost functional, in contrast to earlier work, in which the players’ controls are decoupled w.r.t. the dynamics and state constraint, and interaction between them only occurs through the cost function. Furthermore, the inward pointing hypotheses that we impose are of a verifiable nature and less restrictive than those earlier employed.
Date Issued
2019-12-01
Date Acceptance
2019-06-01
Citation
Applied Mathematics and Optimization, 2019, 80 (3), pp.765-799
ISSN
0095-4616
Publisher
Springer
Start Page
765
End Page
799
Journal / Book Title
Applied Mathematics and Optimization
Volume
80
Issue
3
Copyright Statement
© 2019, Springer Science Business Media, LLC, part of Springer Nature.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000493654500008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
Differential games
State constraints
Hamilton-Jacobi-Isaacs
Viscosity solutions
TRAJECTORIES
Publication Status
Published
Date Publish Online
2019-09-16