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: | Bettiol Piernicola |
Keywords: | game theory |
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.