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An approximation scheme for the solutions of the Hamilton-Jacobi equations with max-min Hamiltonians in Hilbert spaces. (English) Zbl 0815.49023

The author proves the convergence of a Trotter-type approximation scheme for the Hamilton-Jacobi equation associated with a certain differential game in a Hilbert space.
Reviewer: C.Popa (Iaşi)

MSC:

49L20 Dynamic programming in optimal control and differential games
49L25 Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
35F25 Initial value problems for nonlinear first-order PDEs
91A23 Differential games (aspects of game theory)