Applied Mathematics and Optimization, Vol.29, No.3, 243-261, 1994
Zero-Sum Differential-Games Involving Impulse Controls
In this paper we are concerned with zero-sum differential games with impulse controls, as well as continuous and switching controls. The motivation is optimal impulse control problems with disturbances. The main result is the existence of the value function of the game. Our approach is the theory of viscosity solutions for Hamilton-Jacobi equations.
Keywords:HAMILTON-JACOBI EQUATIONS;SWITCHING STRATEGIES;VISCOSITY SOLUTIONS;ISAACS EQUATIONS;DURATION