In this paper we study the boundary value problem for the Hamilton-Jacobi-Isaacs equation of pursuit-evasion differential games with state constraints. We prove existence of a continuous viscosity solution and a comparison theorem that we apply to establish uniqueness of such a solution and its uniform approximation by solutions of discretized equations.
|Number of pages||20|
|Journal||Discrete and Continuous Dynamical Systems|
|Publication status||Published - 2000 Apr 1|
ASJC Scopus subject areas
- Discrete Mathematics and Combinatorics
- Applied Mathematics