An iterative computational scheme for solving the coupled Hamilton–Jacobi–Isaacs equations in nonzero-sum differential games of affine nonlinear systems
Sign Up to like & getrecommendations! Published in 2017 at "Decisions in Economics and Finance"
DOI: 10.1007/s10203-017-0184-x
Abstract: In this paper, we present iterative or successive approximation methods for solving the coupled Hamilton–Jacobi–Isaacs equations (HJIEs) arising in nonzero-sum differential game for affine nonlinear systems. We particularly consider the ones arising in mixed $${\mathcal… read more here.
Keywords: solving coupled; nonzero sum; jacobi isaacs; hamilton jacobi ... See more keywords
Hamilton Jacobi Isaacs equations for differential games with asymmetric information on probabilistic initial condition
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.08.012
Abstract: Abstract We investigate Hamilton Jacobi Isaacs equations associated to a two-players zero-sum differential game with incomplete information. The first player has complete information on the initial state of the game while the second player has… read more here.
Keywords: information; jacobi; jacobi isaacs; hamilton jacobi ... See more keywords