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Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces

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Advances in Dynamic Games

Part of the book series: Annals of the International Society of Dynamic Games ((AISDG,volume 11))

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Abstract

We prove sub- and superoptimality principles of dynamic programming and show how to use the theory of viscosity solutions to construct almost optimal strategies for two-player, zero-sum differential games driven by abstract evolution equations in Hilbert spaces.

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Authors and Affiliations

  1. School of Mathematics, Georgia Institute of Technology, Atlanta, GA, 30332, USA

    Andrzej Świȩch

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  1. Andrzej Świȩch
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Correspondence to Andrzej Świȩch .

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Editors and Affiliations

  1. , HEC Montréal, Department of Management Science, 3000 Chemin de la Côte-Sainte-Catherine, Montreal, H3T2A7, Canada

    Michèle Breton

  2. Wrocław University of Technology, Institute of Mathematics and Computer Sc, Wybrzeże Wyspiańskiego 27, Wrocław, PL-50-370, Poland

    Krzysztof Szajowski

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Świȩch, A. (2011). Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces. In: Breton, M., Szajowski, K. (eds) Advances in Dynamic Games. Annals of the International Society of Dynamic Games, vol 11. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-8089-3_8

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