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Cauchy problems for certain Isaacs-Bellman equations and games of survival

Cauchy problems for certain Isaacs-Bellman equations and games of survival

Two person zero sum differential games of survival are considered; these terminate as soon as the trajectory enters a given closed set F, at which time a cost or payoff is computed.One controller, or player, chooses his control values to make the payoff as large as possible, the other player …