Published December 16, 2013 | Version v1
Journal article

Game theory to characterize solutions of a discrete-time Hamilton-Jacobi equation

  • 1. Facultad de Matemáticas, UV, Zona Universitaria, Xalapa, Ver. 91090 (Mexico)

Description

We study the behavior of solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework of game theory. The solutions of this problem represent the optimal payoff of a zero-sum game of two players, where the number of moves between the players converges to infinity. A real number, called the critical value, plays a central role in this work; this number is the asymptotic average action of optimal trajectories. The aim of this paper is to show the existence and characterization of solutions of a Hamilton-Jacobi equation for this kind of games

Availability note (English)

Available from http://dx.doi.org/10.1088/1742-6596/475/1/012013

Additional details

Publishing Information

Journal Title
Journal of Physics. Conference Series (Online)
Journal Volume
475
Journal Issue
1
Journal Page Range
[6 p.]
ISSN
1742-6596

Conference

Title
4. national meeting in chaos, complex system and time series
Dates
29 Nov - 2 Dec 2011
Place
Xalapa, Veracruz (Mexico)

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
46063647
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
Conference
Descriptors DEI
ASYMPTOTIC SOLUTIONS; GAME THEORY; HAMILTON-JACOBI EQUATIONS; TRAJECTORIES
Descriptors DEC
DIFFERENTIAL EQUATIONS; EQUATIONS; MATHEMATICAL SOLUTIONS; MATHEMATICS; PARTIAL DIFFERENTIAL EQUATIONS; STATISTICS