Hamilton–Jacobi functional equations and differential games for neutral-type systems


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The relation between a differential game for neutral-type systems and a Hamilton–Jacobi functional equation with coinvariant derivatives is established. The value functional of the game is proved to coincide with the minimax solution of this equation. Optimal strategies for the players are described.

作者简介

N. Lukoyanov

Krasovskii Institute of Mathematics and Mechanics, Ural Branch; Ural Federal University

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Email: nyul@imm.uran.ru
俄罗斯联邦, Yekaterinburg, 620990; Yekaterinburg, 620002

M. Gomoyunov

Krasovskii Institute of Mathematics and Mechanics, Ural Branch; Ural Federal University

Email: nyul@imm.uran.ru
俄罗斯联邦, Yekaterinburg, 620990; Yekaterinburg, 620002

A. Plaksin

Krasovskii Institute of Mathematics and Mechanics, Ural Branch; Ural Federal University

Email: nyul@imm.uran.ru
俄罗斯联邦, Yekaterinburg, 620990; Yekaterinburg, 620002

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