Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces
Andrzej Święch · Annals of the International Society of Dynamic Games · 2010
We prove sub- and superoptimality principles of dynamic programming and show how to use the theory of viscosity solutions to construct almost optimal strategies for two-player, zero-sum differential games driven by abstract evolution equations in Hilbert spaces. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.