Uncertain saddle point equilibrium differential games with non-anticipating strategies

摘要

In this paper, we investigate uncertain saddle point equilibrium differential games under uncertain environment. We propose an optimistic value game model and define the value function of the game by introducing the concept of non-anticipating strategy. We prove the continuity and dynamic programming property of the value function. Then we derive the uncertain Hamilton-Jacobi-Isaacs equation by the viscosity solution approach. (C) 2018 European Control Association. Published by Elsevier Ltd. All rights reserved.