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Hamilton–Jacobi equations and two-person zero-sum differential games with unbounded controls

Hong Qiu, Jiongmin Yong (2013)

ESAIM: Control, Optimisation and Calculus of Variations

A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivity conditions, the upper and lower value functions are characterized as the unique viscosity solutions to the corresponding upper and lower Hamilton–Jacobi–Isaacs equations, respectively. Consequently, when the Isaacs’ condition is satisfied, the upper and lower value functions coincide, leading to the existence of the value function of the differential game. Due to the unboundedness of the controls,...

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