Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II
Pierre‐Louis Lions, Panagiotis E. Souganidis · SIAM Journal on Control and Optimization · 1986
Recent work by the authors [this Journal, 23 (1985), pp. 566-583], has demonstrated the con-nections between the notion of viscosity sub- and super-solutions of first-order, dynamic programming PDE and the optimality principle of dynamic programming, as well as the directional derivatives of viscosity solutions of the above equations at an arbitrary point. The present note contains a remark and a counterexample which complement the results cited.