Differential games with optional stopping
Published online by Cambridge University Press: 24 October 2008
Extract
Consider a differential game of survival governed by the differential equation
in , with pay-off
where tF is the entry time of the trajectory (t, x(t)) into a given terminal set F. Under suitable conditions on f, g, h and the terminal set F, it was shown in (3) that the question of existence of value of such a game can be approached by considering a certain pair of partial differential equations called the Isaacs-Bellman equations.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 76 , Issue 1 , July 1974 , pp. 263 - 284
- Copyright
- Copyright © Cambridge Philosophical Society 1974
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