Viability and invariance for differential games with applications to Hamilton-Jacobi-Isaacs equations
Viscosity solutions of the Isaacs equation οn an attainable set
We apply a modification of the viscosity solution concept introduced in [8] to the Isaacs equation defined on the set attainable from a given set of initial conditions. We extend the notion of a lower strategy introduced by us in [17] to a more general setting to prove that the lower and upper values of a differential game are subsolutions (resp. supersolutions) in our sense to the upper (resp. lower) Isaacs equation of the differential game. Our basic restriction is that the variable duration time...
Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations.