A zero sum differential game in a Hilbert space

Ghosh, Mrinal K and Nandakumaran, AK and Rao, Mallikarjuna KS (2003) A zero sum differential game in a Hilbert space. In: Journal of Mathematical Analysis and Applications, 283 (1). pp. 167-179.

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Abstract

We study a zero sum differential game of fixed duration in a separable Hilbert space. We prove a minimax principle and establish the equivalence between the dynamic programming principle and the existence of a saddle point equilibrium. We also prove sufficient conditions for optimality.

Item Type:	Journal Article
Publication:	Journal of Mathematical Analysis and Applications
Publisher:	Elsevier Inc
Additional Information:	Copyright of this article belongs to Elsevier Inc.
Keywords:	Differential games;Optimal strategy;Saddle point equilibrium;Hamilton–Jacobi–Isaacs equation;Minimax principle
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	05 Feb 2008
Last Modified:	19 Sep 2010 04:42
URI:	http://eprints.iisc.ac.in/id/eprint/12966

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