15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
APPROXIMATION OF DIFFERENTIAL GAMES WITH MAXIMUM COST AND INFINITE HORIZON
Silvia Di Marco*, Alain Rapaport**
* Dpto. de Matematica, Universidad de Rosario, Argentina
** LASB-INRA, Montpellier, France

We consider an integral form of the Isaacs equations associated to differential games with L criterion, for the characterization of their value functions. We prove that upper and lower values are, the lowest super-solution and the greatest element of a special set of sub-solutions, of the dynamic programming equation. This is an alternative to the viscosity solutions approach. For finite horizon approximation, we propose an approximation scheme in terms of an infinitesimal operator defined over the set of Lipschitz continuous functions. The images of this operator can be characterized classically in terms of viscosity solutions.
We illustrate these results on a example, which values functions can be determined analytically.
Keywords: Differential games, Dynamic Programming, Convergence analysis
Session slot T-Fr-M17: H2/H? Control and Differential Games/Area code 2d : Optimal Control