Presentation Name: Two-Person Zero-Sum Differential Games with Unbounded Controls
Presenter: 雍炯敏 教授
Date: 2011-05-30
Location: 光华楼东主楼 2001
Abstract:

In this talk, we present some results on two-person zero-sum differential games with bounded controls. Due to the unboundedness of the controls, the upper and lower Hamiltonians can only be defined under suitable coercivity conditions, with whcih we are further able to prove the uniqueness of viscosity solutions to the upper and lower Hamilton-Jacobi-Isaacs equations. By assuming some stronger conditions, we will show that the upper and lower value functions are well-defined and continuous. Finally, we present a one-dimensional linear-quadratic situation showing that the assumed coercivity conditions are sharp in some sense.

 

Annual Speech Directory: No.56

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