The Existence of Value in Differential Games

Robert James Elliott · Nigel John Kalton

Jan 1972 · American Mathematical Society: Memoirs of the American Mathematical Society Book 126 · American Mathematical Soc.

About this ebook

In the manner described in the introduction we show the existence of value for all two person, zero-sum differential games of prescribed duration. Using the concept of relaxed controls from control theory we relate the approaches to differential games of A. Friedman and W. Fleming. We show that if the 'Isaacs' condition' is satisfied then the game has a value in the sense of Friedman. Over the relaxed controls Isaacs' condition is always satisfied and so the game always has a value in this setting. We do not need Friedman's hypothesis that the two sets of control variables appear separated in the dynamical equations and payoff. The introduction of probabilistic ideas into differential games by relaxed controls thus gives a value, as the introduction of mixed strategies by von Neumann does for two person zero-sum matrix games.