ESTIMATES OF CONVERGENCE OF FULLY DISCRETE SCHEMES FOR THE ISAACS EQUATION OF PURSUIT-EVASION DIFFERENTIAL-GAMES VIA MAXIMUM PRINCIPLE

Authors
SORAVIA P
Citation
P. Soravia, ESTIMATES OF CONVERGENCE OF FULLY DISCRETE SCHEMES FOR THE ISAACS EQUATION OF PURSUIT-EVASION DIFFERENTIAL-GAMES VIA MAXIMUM PRINCIPLE, SIAM journal on control and optimization, 36(1), 1998, pp. 1-11
Citations number
24
Categorie Soggetti
Mathematics,"Robotics & Automatic Control",Mathematics,"Robotics & Automatic Control
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
36
Issue
1
Year of publication
1998
Pages
1 - 11
Database
ISI
SICI code
0363-0129(1998)36:1<1:EOCOFD>2.0.ZU;2-J
Abstract
We consider the Dirichlet problem for the Isaacs equation of pursuit-e vasion differential games and prove estimates of convergence for a num erical scheme associated with it. The function that we approximate is the Holder continuous viscosity solution of the problem, and the direc t proof that we propose relies on some ideas related to the maximum pr inciple for viscosity solutions.