Article ID: | iaor19962203 |
Country: | United States |
Volume: | 44 |
Issue: | 2 |
Start Page Number: | 467 |
End Page Number: | 487 |
Publication Date: | Apr 1995 |
Journal: | Indiana University Mathematics Journal |
Authors: | Koike S. |
Keywords: | programming: dynamic |
The state constraint problem for differential games is treated. The representation formulas for viscosity solutions of the problem are given. The uniqueness of the solutions is shown under natural boundary conditions, which are derived from dynamic programming principle.