Hong Qiu

  1. Hamilton-Jacobi Equations and Two-Person Zero-Sum Differential Games with Unbounded Controls.

    Authors: Hong Qiu, Jiongmin Yong
    Subjects: Optimization and Control
    Abstract

    A two-person zero-sum differential game with unbounded controls is
    considered. Under proper coercivity conditions, the upper and lower value
    functions are characterized as the unique viscosity solutions to the
    corresponding upper and lower Hamilton--Jacobi--Isaacs equations, respectively.
    Consequently, when the Isaacs' condition is satisfied, the upper and lower
    value functions coincide, leading to the existence of the value function.

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