Recently，I am studying differential game, especially two person zero sum differential game. And I am quite confused that why only the value functions defined in terms of non-anticipating strategies(also called Elliott–Kalton strategies) is the viscosity solutions to the Hamilton-Jacobi-Isaacs equation. Why value functions defined by taking sup and inf only over controls are not viscosity solutions to the Hamilton-Jacobi-Isaacs equation?
2026-02-23 02:38:49.1771814329
Question about viscosity solutions to Hamilton-Jacobi-Isaacs equation。
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