Title :
Path-dependent differential games of inf-sup type and Isaacs partial differential equations
Author_Institution :
Graduate School of Engineering Science, Osaka University, 1-3 Machikaneyama, Toyonaka, 560-8531, Japan
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"
Conference_Titel :
Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
DOI :
10.1109/CDC.2015.7402496