A deterministic approach to the Skorokhod problem

A deterministic approach to the Skorokhod problem

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Article ID: iaor20083483
Country: Poland
Volume: 35
Issue: 4
Start Page Number: 787
End Page Number: 802
Publication Date: Jan 2006
Journal: Control and Cybernetics
Authors:
Keywords: game theory
Abstract:

An existence and uniqueness result for the solutions to the Skorokhod problem on uniformly prox-regular sets through a deterministic approach is proven in the paper. This result can be applied in order to investigate some regularity properties of the value function for differential games with reflection on the boundary.

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