SIAM Journal on Control and Optimization, Vol.48, No.4, 2516-2532, 2009
REFLECTED DIFFERENTIAL GAMES
This paper concerns the existence of a possible discontinuous value for a zero sum two-player reflected differential game under Isaacs condition. We characterize the value function as the unique solution-in a suitable sense-to a variational inequality, namely, the Hamilton-Jacobi Isaacs differential inclusion.