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Erschienen in:
21.05.2022
Generalized Differential Games
Erschienen in: Dynamic Games and Applications | Ausgabe 3/2023
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Abstract
An important generalization of a Nash equilibrium is the case when the players must choose strategies which depend on the other players. The case in zero-sum differential games with players y and z when there is a constraint of the form \(g(y,z) \le 0\) is introduced. The Isaacs’ equations for the upper value and the lower value of a zero-sum differential game are derived and a condition guaranteeing existence of value is derived. It is also proved that the value functions are the limits of penalized games.