Copyright © 1984 Published by Elsevier Inc.
Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
Received 27 September 1982.
Available online 7 September 2004.
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Abstract
It is demonstrated that the upper and lower values of a two-person, zero-sum differential game solve the respective upper and lower Isaacs' equations in the viscosity sense (introduced by [5.], 1–42). Since such solutions are unique, this yields a fairly simple proof that the game has value should the minimax condition hold. As a further application of viscosity techniques, a new and simpler proof that the upper and lower values can be approximated by the values of certain games with Lipschitz controls is given.






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