• DocumentCode
    3743361
  • Title

    Path-dependent differential games of inf-sup type and Isaacs partial differential equations

  • Author

    Hidehiro Kaise

  • Author_Institution
    Graduate School of Engineering Science, Osaka University, 1-3 Machikaneyama, Toyonaka, 560-8531, Japan
  • fYear
    2015
  • Firstpage
    1972
  • Lastpage
    1977
  • Abstract
    We consider two-person zero-sum differential games under path-dependent dynamics and costs fixing the order of the inf and the sup for the payoffs. Using dynamic programming methods, the inf-sup type value functions are defined on sets of past trajectories of states which are infinite-dimensional spaces. Under a notion of co-invariant derivatives for the infinite-dimensional spaces, we obtain infinitesimal generators of the dynamic programming operators related to the value functions. Then, we associate the inf-sup type value functions with path-dependent Isaacs partial differential equations in the sense of viscosity solutions proposed by N. Lukoyanov.
  • Keywords
    "Dynamic programming","Generators","Viscosity","Games","Partial differential equations","Trajectory"
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
  • Type

    conf

  • DOI
    10.1109/CDC.2015.7402496
  • Filename
    7402496