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Two-Player, Zero-Sum Differential Games and Viscosity Solutions

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Stochastic and Differential Games

Part of the book series: Annals of the International Society of Dynamic Games ((AISDG,volume 4))

Abstract

In this chapter I describe some of the recent advances made in the theory of two-person, zero-sum deterministic and stochastic differential games using the theory of viscosity solutions of first-and second-order fully nonlinear elliptic and parabolic partial differential equations.

Partially supported by the National Science Foundation, the Army Research Office, and the Office for Naval Research.

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Souganidis, P.E. (1999). Two-Player, Zero-Sum Differential Games and Viscosity Solutions. In: Bardi, M., Raghavan, T.E.S., Parthasarathy, T. (eds) Stochastic and Differential Games. Annals of the International Society of Dynamic Games, vol 4. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1592-9_2

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  • DOI: https://doi.org/10.1007/978-1-4612-1592-9_2

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7208-3

  • Online ISBN: 978-1-4612-1592-9

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