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Some basic properties of the pay-offs defined by closed-loop strategies†

 

作者: J. BRADLEY,   P. L. YU,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1976)
卷期: Volume 7, issue 2  

页码: 137-155

 

ISSN:0020-7721

 

年代: 1976

 

DOI:10.1080/00207727608941907

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Let x =f(x, μ, v) be the kinematic equation of a two-person, zero-sum differential game where (μ, v) is of class C(m) on the playing space. It is shown that, whenever f(x, μ, v) is not tangent to the terminal surface ϕ there exists a neighbourhood of ϕ in which every point y can he uniquely represented as γ(τ,y0) where γ is a solution to the kinematic equations, y0is in ϕif, and τ is the time until the path originating at y meets ya. This representation yields two functions W(y ; μ, v), the pay-off at y resulting from (μ, v), and T(y ;μ, v), the terminating time from y. It is shown that these functions are of class C(m); and their gradients satisfy the same adjoint equation but with different initial transversality conditions, even when (μ, v) are not optimal. These results are then extended to a carefully defined class of discontinuous strategies, those containing a ’ transition surface ’ or ’ discontinuity manifold ’. Lastly, those results arc used to give a condition for closed-loop optimality in optimal control problems and for semipermoability in differential games. These results are easily generalizablo to n-player games.

 

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