Invariant Solutions of Differential Games and Hamilton-Jacobi-Isaacs Equations for Time-Measurable Hamiltonians

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Date
2000
Dewey
Probabilités et mathématiques appliquées
Sujet
differential games; Hamilton-Jacobi-Isaacs equation; viscosity solutions; time-measurable Hamiltonians
Journal issue
SIAM Journal on Control and Optimization
Volume
38
Number
5
Publication date
2000
Article pages
1501-1520
Publisher
SIAM
DOI
http://dx.doi.org/10.1137/S0363012998296219
URI
https://basepub.dauphine.fr/handle/123456789/6423
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Author
Cardaliaguet, Pierre
Plaskacz, Slawomir
Type
Article accepté pour publication ou publié
Abstract (EN)
We characterize invariance of time-varying domains with respect to differential games with time-measurable dynamics. We deduce from this result a new definition of viscosity solutions to some first order Hamilton-Jacobi equations with time-measurable Hamiltonians.