On the state constraint problem for differential-games

On the state constraint problem for differential-games

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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:
Keywords: programming: dynamic
Abstract:

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.

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