Differential Games and Representation Formulas for Solutions of Hamilton-Jacobi-Isaacs Equations.
Abstract
Recent work by the authors and others has demonstrated the connections between the dynamic programming approach for two-person, zero-sum differential games and the new notion of viscosity solutions of Hamilton-Jacobi PDE, (Partial Differential Equations). The basic idea is that the dynamic programming optimality conditions imply that the values of a two-person, zero-sum differential game are viscosity solutions of appropriate PDE. This paper proves the above, when the values of the differential games are defined following Elliott-Kalton. This results in a great simplification in the statements and proofs, as the definitions are explicit and do not entail any kind of approximations. Moreover, as an application of the above results, the paper contains a representation formula for the solution of a fully nonlinear first-order PDE. This is then used to prove results about the level sets of solutions of Hamilton-Jacobi equations with homogeneous Hamiltonians. These results are also related to the theory of Huygen's principle and geometric optics.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1983
- Accession Number
- ADA127758
Entities
People
- L. C. Evans
- Panagiotis E. Souganidis
Organizations
- University of Wisconsin–Madison