Numerical Methods For Differential Games Based On Partial Differential Equations
AbstractIn this paper we present some numerical methods for the solution of two-persons zero-sum deterministic differential games. The methods are based on the dynamic programming approach. We first solve the Isaacs equation associated to the game to get an approximate value function and then we use it to reconstruct approximate optimal feedback controls and optimal trajectories. The approximation schemes also have an interesting control interpretation since the time-discrete scheme stems from a dynamic programming principle for the associated discrete time dynamical system. The general framework for convergence results to the value function is the theory of viscosity solutions. Numerical experiments are presented solving some classical pursuit-evasion games.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by World Scientific Publishing Co. Pte. Ltd. in its journal International Game Theory Review.
Volume (Year): 08 (2006)
Issue (Month): 02 ()
Contact details of provider:
Web page: http://www.worldscinet.com/igtr/igtr.shtml
Find related papers by JEL classification:
- B4 - Schools of Economic Thought and Methodology - - Economic Methodology
- C0 - Mathematical and Quantitative Methods - - General
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D7 - Microeconomics - - Analysis of Collective Decision-Making
- M2 - Business Administration and Business Economics; Marketing; Accounting - - Business Economics
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tai Tone Lim).
If references are entirely missing, you can add them using this form.